Calculating the density and distribution function for the singly and doubly noncentral F

DOI10.1023/A:1013160019893zbMATH Open1247.62044OpenAlexW1485134939MaRDI QIDQ451224FDOQ451224

Authors R. W. Butler, Marc S. Paolella

Publication date 23 September 2012

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1013160019893

zbMATH Keywords

design of experimentsstatistical computingsaddlepoint approximationnoncentral F

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Recommendations

• Saddlepoint approximations for the doubly noncentral \(t\) distribution
• New approximation formula for a percentage point of the doubly non-central F distribution
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• Approximating tail probabilities of noncentral distributions
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Cited in

(7)

• Evaluation of the Noncentral F-Distribution by Numerical Contour Integration
• Comparing non-stationary and irregularly spaced time series
• New approximation formula for a percentage point of the doubly non-central F distribution
• On the exact calculation of cumulative F probabilities
• On Representations of the Doubly Non-Central F Distribution
• Saddlepoint approximations for the doubly noncentral \(t\) distribution
• Asymptotic approximations for some distributions of ratios

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