A third-order iterative algorithm for inversion of cumulative central beta distribution

DOI10.1007/S11075-023-01537-6MaRDI QIDQ6076943zbMATH OpenOpenAlexFDO

Authors K. Dhivya Prabhu, Sanjeev Singh, V. Antony Vijesh

Publication date 17 October 2023

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11075-023-01537-6

zbMATH Keywords

\(F\) distributioncumulative central beta distributionNewton methodquantile functionSchwarzian derivativeStudent's \(t\) distribution

Mathematics Subject Classification ID

Numerical approximation and evaluation of special functions (33F05) Probability distributions: general theory (60E05) Numerical computation of solutions to single equations (65H05)

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Cites work

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• A new asymptotic representation and inversion method for the Student's t distribution
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• A variant of Newton's method with accelerated third-order convergence
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• Asymptotic inversion of the incomplete beta function
• Classroom Note:Geometry and Convergence of Euler's and Halley's Methods
• Computing the Zeros and Turning Points of Solutions of Second Order Homogeneous Linear ODEs
• Efficient algorithms for the inversion of the cumulative central beta distribution
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• Some variant of Newton's method with third-order convergence.
• The Schwarzian-Newton method for solving nonlinear equations, with applications
• Transformation methods for finding multiple roots of nonlinear equations

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