Efficient algorithms for the inversion of the cumulative central beta distribution

DOI10.1007/s11075-016-0139-2zbMath1355.65039arXiv1605.03503OpenAlexW2963899222MaRDI QIDQ503354

Javier Segura, Amparo Gil, Nico M. Temme

Publication date: 12 January 2017

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.03503

zbMATH Keywords

convergencenumerical examplesdistribution functioninversion algorithmfixed point methodasymptotic inversion methodincomplete beta function ratioSchwarzian-Newton method

Mathematics Subject Classification ID

Computation of special functions and constants, construction of tables (65D20) Numerical approximation and evaluation of special functions (33F05) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

Related Items (5)

Sharp bounds for cumulative distribution functions ⋮ A new asymptotic representation and inversion method for the Student's t distribution ⋮ A third-order iterative algorithm for inversion of cumulative central beta distribution ⋮ Asymptotic inversion of the binomial and negative binomial cumulative distribution functions ⋮ A distribution function from population genetics statistics using Stirling numbers of the first kind: Asymptotics, inversion and numerical evaluation

Uses Software

• AS 109
• BRATIO
• Algorithm 724
• AS 64
• GammaCHI
• ASA109

Cites Work

• \texttt{GammaCHI}: a package for the inversion and computation of the gamma and chi-square cumulative distribution functions (central and noncentral)
• Asymptotic inversion of the incomplete beta function
• Sharp bounds for cumulative distribution functions
• The Schwarzian-Newton method for solving nonlinear equations, with applications
• Algorithm 724; Program to calculate F -Percentiles
• Algorithm 708: Significant digit computation of the incomplete beta function ratios
• Efficient and Accurate Algorithms for the Computation and Inversion of the Incomplete Gamma Function Ratios
• Numerical Methods for Special Functions

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