A Unified Way to Represent and Compute the Cumulative Distribution Function for Noncentralt,F, and χ2

Autor:	Xiaofeng Steven Liu
Rok vydání:	2013
Předmět:	Statistics and Probability Noncentral chi distribution Modeling and Simulation Cumulative distribution function Noncentral t-distribution Statistics Noncentral chi-squared distribution Probability density function Noncentral F-distribution Chi-squared distribution Mathematics
Zdroj:	Communications in Statistics - Simulation and Computation. 42:1433-1436
ISSN:	1532-4141 0361-0918
DOI:	10.1080/03610918.2012.664230
Popis:	This short article shows an unified approach to representing and computing the cumulative distribution function for noncentral t, F, and χ2. Unlike the existing algorithms, which involve different expansion and/or recurrence, the new approach consistently represents all the three noncentral cumulative distribution functions as the integral of the normal cumulative distribution function and χ2 density function.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::855ab332beb73543ea7306fb93485b1a https://doi.org/10.1080/03610918.2012.664230 Zobrazit plný text záznamu