An Efficient Recursive Algorithm for Computing the Distribution Function and Non-Centrality Parameter of the Non-Central F-distribution

DOI10.1111/1467-9876.00080MaRDI QIDQ4365080zbMATH OpenOpenAlexFDO

Authors Ram C. Tiwari, Jie Yang

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

zbMATH Keywords

Newton-Raphson methodpower function

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(2)

• An efficient algorithm for computing quantiles of the noncentral chi-squared distribution.
• Computing discrete mixtures of continuous distributions: noncentral chisquare, noncentral \(t\) and the distribution of the square of the sample multiple correlation coefficient

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