Computing the noncentral-F distribution and the power of the F-test with guaranteed accuracy

The computations involving the noncentral-F distribution are notoriously difficult to implement properly in floating-point arithmetic: Catastrophic loss of precision, floating-point underflow and overflow, drastically increasing computation time and program hang-ups, and instability due to numerical...

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Detalles Bibliográficos
Autores principales: Baharev, Ali, Schichl, Hermann, Rév, Endre
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2016
Materias:
Original Paper
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7010373/
https://www.ncbi.nlm.nih.gov/pubmed/32103863
http://dx.doi.org/10.1007/s00180-016-0701-3

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7010373/
https://www.ncbi.nlm.nih.gov/pubmed/32103863
http://dx.doi.org/10.1007/s00180-016-0701-3

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