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

Recommendations

• Saddlepoint approximations for the doubly noncentral \(t\) distribution
• New approximation formula for a percentage point of the doubly non-central F distribution
• On Representations of the Doubly Non-Central F Distribution
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• Another derivation of two algorithms for the noncentral x²and f distributions

zbMATH Keywords

design of experimentsstatistical computingsaddlepoint approximationnoncentral F

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

Cited In (7)

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

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