ON THE DOUBLY NONCENTRAL F-DISTRIBUTION

被引：13

作者：

CHATTAMVELLI, R ^{[1
]}

机构：

[1] CITY & CTY DENVER, DENVER, CO 80204 USA

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 1995年 / 20卷 / 05期

关键词：

CONFLUENT HYPERGEOMETRIC FUNCTION; FRACTIONAL DEGREES OF FREEDOM; INCOMPLETE BETA FUNCTION; LAGUERRE POLYNOMIAL;

D O I：

10.1016/0167-9473(94)00054-M

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Algorithms for computing the power of ANOVA tests appear in different guises in the literature. As is well-known, the test statistic in ANOVA tests has a singly or doubly noncentral F distribution under the alternate hypothesis H-a. This article proposes computationally convenient algorithms for the singly and doubly noncentral F distributions, without evaluating the incomplete beta functions. Numerical comparisons are made between the results obtained by our algorithm and the tabulated values.

引用

页码：481 / 489

页数：9

共 20 条

[1] REPRESENTATIONS OF DOUBLY NON-CENTRAL-F DISTRIBUTION [J].