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

DOI10.1080/00949650211422MaRDI QIDQ4470101zbMATHOpenAlexFDO

Authors Kevin Wright, W. J. Kennedy

Publication date 22 June 2004

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650211422

zbMATH Keywords

Interval analysisGuaranteed error boundSecant search

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

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Cites work

• scientific article; zbMATH DE number 3649911 (Why is no real title available?)
• scientific article; zbMATH DE number 41950 (Why is no real title available?)
• scientific article; zbMATH DE number 54095 (Why is no real title available?)
• scientific article; zbMATH DE number 3281219 (Why is no real title available?)
• An integral representation technique for calculating general multivariate probabilities with an application to multivariate x2
• Bivariate dispersion quality control charts
• Density functions of the bivariate chi-square distribution
• On computing critical points for a bivariate chi-square random variable
• On the simultaneous ANOVA and MANOVA tests
• Self-Validating Computations of Probabilities for Selected Central and Noncentral Univariate Probability Functions
• Sharpness in interval computations

Cited in

(3)

• The bivariate noncentral chi-square distribution -- a compound distribution approach
• M-tests for multivariate regression model
• An efficient and flexible multiplicity adjustment for chi-square endpoints

Describes a project that uses

Uses Software

• PROFIL/BIAS

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