| Abstract: | Self-validated computations using interval analysis produce results with a guaranteed error bound. This article presents methods for self-validated computation of probabilities and percentile points of the bivariate chi-square distribution and a bivariate F distribution. For the computation of critical points (c 1,c 2) in the equation P(Y 1 @ c 1, Y 2 ≤ c 2) = 1 ? α, the case c 1 = c 2 is considered. A combination of interval secant and bisection algorithms is developed for finding enclosures of the percentile points of the distribution. Results are compared to previously published tables. |
