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An Efficient Algorithm for Exact Distribution of Discrete Scan Statistics

โœ Scribed by Morteza Ebneshahrashoob; Tangan Gao; Mengnien Wu


Publisher
Springer US
Year
2005
Tongue
English
Weight
318 KB
Volume
7
Category
Article
ISSN
1387-5841

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โœ Cherng G. Ding ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 81 KB

An e cient algorithm is provided for computing quantiles of the noncentral chi-squared distribution. Newton's method, which requires the evaluations of both of the noncentral chi-squared distribution function and the density, is used. A close relationship between their recursive computing formulas i