(1) Department of Statistics, University of Central Florida, P.O. Box 162370, 32816-2370 Orlando, Florida, USA;(2) Department of Statistics, Iowa State University, 117 Snedecor Hall, 50011 Ames, Iowa, USA
Abstract:
A self-validating numerical method based on interval analysis for the computation of central and non-central F probabilities and percentiles is reported. The major advantage of this approach is that there are guaranteed error bounds associated with the computed values (or intervals), i.e. the computed values satisfy the user-specified accuracy requirements. The methodology reported in this paper can be adapted to approximate the probabilities and percentiles for other commonly used distribution functions.