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《Journal of Statistical Computation and Simulation》2012,82(3-4):167-180
The inverse of the Student's t-distribution is often needed in computer simulation and applied statistics, e.g, in generating random variates from t-distributions and in computing tables needed for statistical procedures which do not assume known variances. The t-distribution algorithm of Dudewicz and Dalal (1972) can be used to approximate the inverset t distribution function. The author notes an algorithm for evaluation of this inverse d.f. which can be implemented in a fast, accurate and short computer program. The error analysis is also reported. An application is considered for the problem of testing the hypothesis that a sequence of random variates follows Student's-t distribution. 相似文献
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Paul K. H. Lin 《统计学通讯:模拟与计算》2013,42(4):1339-1358
The uniformly most powerful unbiased test in exponential family situations involving the F-distrlbution is illustrated with examples. Its performance is compared with that of the more conventional equal-tails test. A FORTRAN program for computing the critical values and tail sizes of this test is also presented. 相似文献
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陈元莉 《西华师范大学学报(自然科学版)》2002,23(1)
在使用MATLAB语言的过程中,有些用户希望在MATLAB中直接运用一些过去编写的经典而高效的FORTRAN程序,而MATLAB本身并未提供与FORTRAN的接口,这就需要用户编写有关的接口程序.本文阐述了在MATLAB中如何调用VISUAL FORTRAN程序,通过MATLAB对FORTRAN MEX文件的调用实例,叙述了在MATLAB中调用VISUAL FORTRAN程序的原理和实现过程. 相似文献
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通过采用混合编程方法并利用接口数据,C应用程序能够直接调用已有FORTRAN子例程生成的样板图来实现参数绘图。文中着重论述了入口数据、文件和内存等三种参数传递方法的原理,给出了相应的程序流程。最后,分析了Windows环境下C应用程序调用FORTRAN子例程的几种方法。 相似文献
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K. B. Winterbon 《统计学通讯:模拟与计算》2013,42(3):223-226
The parameters γ and δ of the Johnson Su distribution are obtained from a zero of a 24-th order polynomial with coefficients depending on the reduced moment coefficients β 1 and β 2. 相似文献
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