An efficient recursive algorithm for computing the distribution function and non-centrality parameter of the non-central F-distribution

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

Volumn 46, Issue 3, 1997, Pages 408-413

  Tiwari, Ram C ^a   Yang, Jie ^b  

^a UNIVERSITY OF NORTH CAROLINA AT CHARLOTTE   (United States)

^b FLORIDA STATE UNIVERSITY   (United States)

Author keywords

Newton Raphson method; Power function

Indexed keywords

EID: 0039386008     PISSN: 00359254     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9876.00080     Document Type: Article

References (6)

1. Cox, D. R. and Reid, N. (1987) Approximations to noncentral distributions. Can. J. Statist., 15, 105-114.
2. Graybill, F. A. (1976) Theory and Application of the Linear Model. Monterey: Wadsworth and Brooks/Cole.
3. Guirguis, G. H. (1990) A note on computing the noncentrality parameter of the noncentral F-distribution. Communs Statist. Simuln, 19, 1497-1511.
4. Lenth, R. V. (1987) Algorithm AS 226: Computing noncentral beta probabilities. Appl. Statist., 36, 241-244.
5. Norton, V. (1983) A simple algorithm for computing the non-central F distribution. Appl. Statist., 32, 84-85.
6. Posten, H. O. (1989) An effective algorithm for the noncentral chi-squared distribution function. Am. Statistn, 43, 261-263.