On using newton's method for computing the noncentrality parameter of the noncentral f distribution

DOI10.1080/03610919708813377MaRDI QIDQ4387656zbMATH OpenOpenAlexFDO

Authors Cherng G. Ding

Publication date 16 November 1998

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919708813377

zbMATH Keywords

Newton's methodnoncentral \(F\) distributionnoncentral beta distribution

Mathematics Subject Classification ID

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

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Cites work

• A Note on Computing the Noncentrality Parameter of the Noncentral F-Distribution
• Algorithm AS 226: Computing Noncentral Beta Probabilities
• Algorithm AS 245: A Robust and Reliable Algorithm for the Logarithm of the Gamma Function
• An efficient algorithm for computing the noncentrality parameters of chi-squared tests
• Approximations to noncentral distributions
• On the computation of the noncentral beta distribution

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• Computing the noncentral-\(F\) distribution and the power of the \(F\)-test with guaranteed accuracy
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