首页 | 本学科首页   官方微博 | 高级检索  
     


Computation of the central and noncentral f distributions
Authors:D. E. Amos
Affiliation:Sandia Laboratories , Albuquerque, 87115, New Mexico
Abstract:Recursion relations suitable for rapid computation are derived for the cumulative distribution of F′ = (X/m)/(Y/n) where X is χ2(λ, m) and Y is independently χ2(n). When n is even no complicated function evaluations are needed. For n odd, a special doubly noncentral t distribution is needed to start the computation. Series representations for this t distribution are given with rigorous bounds on truncation errors. Proper recursion techniques for numerical evaluation of the special functions are given.
Keywords:recursive computation  doubly noncentral t distribution
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号