On the computation of the noncentral beta distribution

Cherng G. Ding*

*Corresponding author for this work

研究成果: Article同行評審

10 引文 斯高帕斯(Scopus)

摘要

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.

原文English
頁(從 - 到)449-455
頁數7
期刊Computational Statistics and Data Analysis
18
發行號4
DOIs
出版狀態Published - 十一月 1994

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