An efficient algorithm for computing the noncentrality parameters of chi-squared tests

Cherng G. Ding*

*Corresponding author for this work

Research output: Contribution to journalArticle

2 Scopus citations

Abstract

Use of Newton's method for computing the noncentrality parameter based on the specified power in sample size problems of chi-squared tests requires that we evaluate both the noncentral chi-squared distribution function and its derivative with respect to the noncentrality parameter. A close relationship between computing formulas for them is revealed, by which their evaluations can be performed jointly. This property greatly reduces the amount of computation involved. The corresponding algorithm is provided in a step-by-step form.

Original languageEnglish
Pages (from-to)861-870
Number of pages10
JournalCommunications in Statistics - Simulation and Computation
Volume23
Issue number3
DOIs
StatePublished - 1 Jan 1994

Keywords

  • Hastings'formula
  • Newton's method
  • noncentral chi-squared distribution
  • power function

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