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

DOI10.1080/00949650211422zbMath1091.62502MaRDI QIDQ4470101

W. J. Kennedy, Kevin Wright

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 analysis; Guaranteed error bound; Secant search

Mathematics Subject Classification ID

62E15: Exact distribution theory in statistics

Related Items

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

Uses Software

• PROFIL/BIAS

Cites Work

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• Density functions of the bivariate chi-square distribution
• On computing critical points for a bivariate chi-square random variable