On the computation of the noncentral beta distribution

Cherng G. Ding*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

Abstract

Two recurrence formulas for computing the noncentral beta distribution function and the density are proposed. The computations can be carried to any specified accuracy using the error bounds obtained. Corresponding algorithms are provided in a step-by-step form. A close relationship between the formulas allows joint evaluation of the distribution function and the density. The noncentral beta quantile can then be efficiently computed using Newton's method. Its algorithm is also given in a step-by-step form.

Original languageEnglish
Pages (from-to)449-455
Number of pages7
JournalComputational Statistics and Data Analysis
Volume18
Issue number4
DOIs
StatePublished - 1 Jan 1994

Keywords

  • Error bound
  • Gamma function
  • Mean-value theorem
  • Newton's method
  • Noncentral beta distribution
  • Quantile
  • Series representation

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