Title

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

Keywords

central and non-central F distribution; extended Horner scheme; Interval analysis; self-validating

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. © 1995 Chapman & Hall.

Publication Date

6-1-1995

Publication Title

Statistics and Computing

Volume

5

Issue

2

Number of Pages

155-163

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1007/BF00143946

Socpus ID

0037892823 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/0037892823

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