摘要
Two recurrence formulas for computing the noncentral beta distribution function and the density are proposed. The computations can be carried to any specified accuracy using the error bounds obtained. Corresponding algorithms are provided in a step-by-step form. A close relationship between the formulas allows joint evaluation of the distribution function and the density. The noncentral beta quantile can then be efficiently computed using Newton's method. Its algorithm is also given in a step-by-step form.
| 原文 | English |
|---|---|
| 頁（從 - 到） | 449-455 |
| 頁數 | 7 |
| 期刊 | Computational Statistics and Data Analysis |
| 卷 | 18 |
| 發行號 | 4 |
| DOIs | |
| 出版狀態 | Published - 11月 1994 |