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

DOI10.1023/A:1013160019893MaRDI QIDQ451224zbMATHOpenAlexFDO

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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