Computation of the central and noncentral f distributions |
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Authors: | D. E. Amos |
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Affiliation: | Sandia Laboratories , Albuquerque, 87115, New Mexico |
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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. |
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Keywords: | recursive computation doubly noncentral t distribution |
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