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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...
Autores principales: | Baharev, Ali, Schichl, Hermann, Rév, Endre |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer Berlin Heidelberg
2016
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Materias: | |
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 |
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