An Efficient Recursive Algorithm for Computing the Distribution Function and Non-Centrality Parameter of the Non-Central F-distribution
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Publication:4365080
DOI10.1111/1467-9876.00080zbMath0900.65413MaRDI QIDQ4365080
Publication date: 12 November 1998
Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9876.00080
65C30: Numerical solutions to stochastic differential and integral equations
65C99: Probabilistic methods, stochastic differential equations
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