Computing the non-central beta distribution function

Journal of the Royal Statistical Society. Series C: Applied Statistics

Volumn 46, Issue 1, 1997, Pages 146-156

  Chattamvelli, R ^b   Shanmugam, R ^a  

^a UNIVERSITY OF COLORADO   (United States)

^b NONE

Author keywords

Error bound; Incomplete beta function; Laguerre polynomial; Non central F distribution

Indexed keywords

ERROR ANALYSIS; POLYNOMIALS; RANDOM PROCESSES;

CUMULATIVE DISTRIBUTION FUNCTION (CDF); NONCENTRAL BETA RANDOM VARIABLE;

ALGORITHMS;

EID: 0031341781     PISSN: 00359254     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9876.00055     Document Type: Article

References (13)

1. Bahadur, R. R. (1962) A normal approximation to the beta and gamma distributions. Ann. Math. Statist., 33, 298.
2. Bishop, Y. M. M., Fienberg, S. E. and Holland, P. W. (1975) Discrete Multivariate Analysis: Theory and Practice. Cambridge: Massachusetts Institute of Technology Press.
3. Chattamvelli, R. (1995a) A note on the noncentral beta distribution function. Am. Statistn, 49, 231-234.
4. _(1995b) On the doubly noncentral F distribution. Comput. Statist. Data Anal., 20, 481-489.
5. Ding, C. G. (1994) On the computation of the noncentral beta distribution. Comput. Statist. Data Anal., 18, 449-455.
6. Frick, H. (1990) Algorithm AS R84: A remark on algorithm AS 226: Computing non-central beta probabilities. Appl. Statist., 39, 311-312.
7. Jóhannesson, B. and Gin, N. C. (1995) On approximations involving the beta distribution. Communs Statist. Simuln Computn, 24, 489-503.
8. Lam, M. L. (1995) Remark AS R95: A remark on algorithm AS 226: Computing non-central beta probabilities. Appl. Statist., 44, 551-552.
9. Lenth, R. V. (1987) Algorithm AS 226: Computing noncentral beta probabilities. Appl. Statist., 36, 241-244.
10. Macleod, A. J. (1989) Algorithm AS 239: A robust and reliable algorithm for the logarithm of the gamma function. Appl. Statist., 38, 397-423.
11. Norton, V. (1983) A simple algorithm for computing the non-central F distribution. Appl. Statist., 32, 84-85.
12. Raja Rao, B. (1986) A note on the moments of noncentral chi-squared and F distributions Metron, 44, 121-130.
13. Severo, N. C. and Zelen, M. (1960) Normal approximation to the chi-square and non-central F probability functions. Biometrika, 47, 411-416.