An efficient algorithm for computing the noncentrality parameters of chi-squared tests

Cherng G. Ding*

*此作品的通信作者

研究成果: Article同行評審

3 引文 斯高帕斯(Scopus)

摘要

Use of Newton's method for computing the noncentrality parameter based on the specified power in sample size problems of chi-squared tests requires that we evaluate both the noncentral chi-squared distribution function and its derivative with respect to the noncentrality parameter. A close relationship between computing formulas for them is revealed, by which their evaluations can be performed jointly. This property greatly reduces the amount of computation involved. The corresponding algorithm is provided in a step-by-step form.

原文English
頁(從 - 到)861-870
頁數10
期刊Communications in Statistics - Simulation and Computation
23
發行號3
DOIs
出版狀態Published - 1 1月 1994

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