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Details for article 14 of 26 found articles
| Title: |
On using newton's method for computing the noncentrality parameter of the noncentral f distribution |
| Author: |
Ding, Cherng G. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 26 (1997) nr. 1 pages 259-268 |
| Year: |
1997 |
| Contents: |
This article deals with how to enhance computational efficiency of Newton's method for computing the noncentrality parameter of the noncentral F distribution. Some relationship between recurrence fonnulas for computing the noncentral F distribution function and its derivative with respect to the noncentrality parameter is investigated. Use of the relationship discovered can combine the valuations of the noncentral F distribution function and its derivative, and therefore can reduce the amount of computations during Newton's process. An efficient algorithm featuring this finding is provided in a step-by-step form. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 14 of 26 found articles
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