Evaluation of the Noncentral F-Distribution by Numerical Contour Integration

DOI10.1137/0906035zbMATH Open0592.65099OpenAlexW2017491131MaRDI QIDQ3721767FDOQ3721767

Authors: Carl W. Helstrom, James A. Ritcey 

Publication date: 1985

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0906035

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zbMATH Keywords

beta distributionsecant methodcontour integralLaplace's methodtests of linear hypothesesnoncentral F-distributionanalysis of variance and of covariance

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Probabilistic methods, stochastic differential equations (65C99) Analysis of variance and covariance (ANOVA) (62J10) Laplace transform (44A10) Numerical methods for integral transforms (65R10)

Cited In (4)

• Computing discrete mixtures of continuous distributions: noncentral chisquare, noncentral \(t\) and the distribution of the square of the sample multiple correlation coefficient
• The numerical inversion of the characteristic equation with applications to positive quadratic forms in normal variables
• On the computation and inversion of the cumulative noncentral beta distribution function
• Computing the noncentral-\(F\) distribution and the power of the \(F\)-test with guaranteed accuracy

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