A Self-Validating Numerical-Method For Computation Of Central And Noncentral F-Probabilities And Percentiles

    Authors

    M. C. Wang;W. J. Kennedy

    Comments

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    Abbreviated Journal Title

    Stat. Comput.

    Keywords

    INTERVAL ANALYSIS; CENTRAL AND NONCENTRAL F DISTRIBUTION; SELF-VALIDATING; EXTENDED HORNER SCHEME; Computer Science, Theory & Methods; Statistics & Probability

    Abstract

    A self-validating numerical method based on interval analysis for the computation of central and non-central F probabilities and percentiles is reported. The major advantage of this approach is that there are guaranteed error bounds associated with the computed values (or intervals), i.e. the computed values satisfy the user-specified accuracy requirements. The methodology reported in this paper can be adapted to approximate the probabilities and percentiles for other commonly used distribution functions.

    Journal Title

    Statistics and Computing

    Volume

    5

    Issue/Number

    2

    Publication Date

    1-1-1995

    Document Type

    Article

    Language

    English

    First Page

    155

    Last Page

    163

    WOS Identifier

    WOS:A1995RF65600014

    ISSN

    0960-3174

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