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Computing the noncentral beta distribution with S-system

✍ Scribed by Z.Y. Chen; Y.C. Chou

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
122 KB
Volume
33
Category
Article
ISSN
0167-9473

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✦ Synopsis

Based on the recasting techniques of Rust and Voit (1990, J. Amer. Statist. Assoc. 85, 572-578), an S-system form of the noncentral beta distribution is extended from that of the noncentral F distribution and the other one is newly derived. The computing methods of this distribution have received much attention during the last decade. Its cumulative probabilities, densities, quantiles and related distributional values can be calculated in one S-system form. We demonstrate the new computational results using the S-system numerical solver ESSYNS. Consistent results are obtained from these two S-system forms under various situations. In addition, we compare the performance with an ad hoc computing method by evaluating the cumulative probabilities and densities jointly. The S-system formulation provides signiΓΏcant numerical advantages over its original form. Further properties are also discussed.

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