Self-Validating Computations Of Probabilities For Selected Central And Noncentral Univariate Probability Functions
Abbreviated Journal Title
J. Am. Stat. Assoc.
AUTOMATIC DIFFERENTIATION; CONTINUED FRACTIONS; DIRECTED ROUNDING; INTERVAL ANALYSIS; TAYLOR SERIES INTEGRATION METHOD; Statistics & Probability
Self-validating computation based on interval arithmetic can produce computed values with a guaranteed error bound. Such methods are especially useful whenever the computed results must satisfy given accuracy requirements. This article reports methods for obtaining self-validating results when computing probabilities and percentiles of univariate continuous distributions. Probability functions dealt with explicitly in the article are normal, incomplete gamma, incomplete beta, and noncentral chi-squared. method.
Journal of the American Statistical Association
"Self-Validating Computations Of Probabilities For Selected Central And Noncentral Univariate Probability Functions" (1995). Faculty Bibliography 1990s. 1235.