scientific article; zbMATH DE number 3934203

MaRDI QIDQ3706323zbMATH OpenFDO

Authors Friedrich Schmid, Martin Schader

Publication date 1986

zbMATH Keywords

central and noncentral F- distributionpercentage pointsProgramsStandard-Fortran

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(1)

• Monte Carlo methods

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