Title

Self-validating computations of probabilities for selected central and noncentral univariate probability functions

Keywords

Automatic differentiation; Continued fractions; Directed rounding; Interval analysis; Taylor series integration method

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. © 1994 Taylor & Francis Group, LLC.

Publication Date

1-1-1994

Publication Title

Journal of the American Statistical Association

Volume

89

Issue

427

Number of Pages

878-887

Document Type

Article

Identifier

scopus

Personal Identifier

scopus

DOI Link

https://doi.org/10.1080/01621459.1994.10476820

Socpus ID

21844503454 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/21844503454

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