A unified way to represent and compute the cumulative distribution function for noncentral t, F, and ^2

DOI10.1080/03610918.2012.664230MaRDI QIDQ4929175zbMATH OpenOpenAlexFDO

Authors Xiaofeng Steven Liu

Publication date 13 June 2013

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2012.664230

zbMATH Keywords

computing algorithmnoncentral \(\chi^2\)noncentral \(F\)noncentral \(t\)

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15)

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Cites work

• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• New representations of the noncentral chi-square density and cumulative

Cited in

(9)

• Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable
• On new formulas for the cumulative distribution function of the noncentral chi-square distribution
• \texttt{GammaCHI}: a package for the inversion and computation of the gamma and chi-square cumulative distribution functions (central and noncentral)
• New representations of the noncentral chi-square density and cumulative
• On using newton's method for computing the noncentrality parameter of the noncentral f distribution
• Another derivation of two algorithms for the noncentral x²and f distributions
• A note on computing extreme tail probabilities of the noncentral t-distribution with large noncentrality parameter
• A Class of Univariate Non-Mesokurtic Distributions Using a Continuous Uniform Symmetrizer and Chi Generator
• Computing discrete mixtures of continuous distributions: noncentral chisquare, noncentral \(t\) and the distribution of the square of the sample multiple correlation coefficient

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