Title

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

Authors

Authors

M. C. Wang;W. J. Kennedy

Comments

Authors: contact us about adding a copy of your work at STARS@ucf.edu

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

DOI Link

http://dx.doi.org/10.2307/2290912

Language

English

First Page

878

Last Page

887

WOS Identifier

WOS:A1994PE42300015

ISSN

0162-1459

Recommended Citation

"Self-Validating Computations Of Probabilities For Selected Central And Noncentral Univariate Probability Functions" (1995). Faculty Bibliography 1990s. 1235.
https://stars.library.ucf.edu/facultybib1990/1235