摘要
This article deals with how to enhance computational efficiency of Newton's method for computing the noncentrality parameter of the noncentral F distribution. Some relationship between recurrence formulas for computing the noncentral F distribution function and its derivative with respect to the noncentrality parameter is investigated. Use of the relationship discovered can combine the evaluations of the noncentral F distribution function and its derivative, and therefore can reduce the amount of computations during Newton's process. An efficient algorithm featuring this finding is provided in a step-by-step form.
| 原文 | English |
|---|---|
| 頁（從 - 到） | 259-268 |
| 頁數 | 10 |
| 期刊 | Communications in Statistics Part B: Simulation and Computation |
| 卷 | 26 |
| 發行號 | 1 |
| DOIs | |
| 出版狀態 | Published - 1997 |