Self-Validating Computations Of Probabilities For Selected Central And Noncentral Univariate Probability Functions

    Authors

    M. C. Wang;W. J. Kennedy

    Comments

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    Abbreviated Journal Title

    J. Am. Stat. Assoc.

    Keywords

    AUTOMATIC DIFFERENTIATION; CONTINUED FRACTIONS; DIRECTED ROUNDING; INTERVAL ANALYSIS; TAYLOR SERIES INTEGRATION METHOD; Statistics & Probability

    Abstract

    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 Title

    Journal of the American Statistical Association

    Volume

    89

    Issue/Number

    427

    Publication Date

    1-1-1995

    Document Type

    Article

    Language

    English

    First Page

    878

    Last Page

    887

    WOS Identifier

    WOS:A1994PE42300015

    ISSN

    0162-1459

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