Self-Validating Computations of Probabilities for Selected Central and Noncentral Univariate Probability Functions

DOI10.2307/2290912zbMath0804.62017OpenAlexW4229723970MaRDI QIDQ4314932

Publication date: 24 January 1995

Full work available at URL: https://doi.org/10.2307/2290912

percentiles automatic differentiation continued fractions interval arithmetics normal probabilities guaranteed error bound incomplete gamma directed rounding incomplete beta noncentral chi-squared univariate continuous distributions self-validating results Taylor series integration method

Mathematics Subject Classification ID

Interval and finite arithmetic (65G30) Numerical solutions to stochastic differential and integral equations (65C30) Distribution theory (60E99) Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)

Related Items (5)

Computing the noncentral-\(F\) distribution and the power of the \(F\)-test with guaranteed accuracy ⋮ Computing discrete mixtures of continuous distributions: noncentral chisquare, noncentral \(t\) and the distribution of the square of the sample multiple correlation coefficient ⋮ Computing the noncentral gamma distribution, its inverse and the noncentrality parameter ⋮ Probabilities and Large Quantiles of Noncentral Generalized Chi-Square Distributions ⋮ Self-validated Computations for the Probabilities of the Central Bivariate Chi-square Distribution and a BivariateFDistribution. This work partially supported by National Science Foundation grant DMS-9500831

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