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 50 条

[1] NEW REPRESENTATIONS FOR THE DOUBLY NONCENTRAL F-DISTRIBUTION AND DERIVED DISTRIBUTIONS
CHOU, YM
ARTHUR, KH
ROSENSTEIN, RB
OWEN, DB
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1985, 14 (03) : 527 - 534
[2] MOMENTS OF NONCENTRAL T AND NONCENTRAL F-DISTRIBUTION
BAIN, LJ
AMERICAN STATISTICIAN, 1969, 23 (04): : 33 - +
[3] NFD - NONCENTRAL F-DISTRIBUTION
HAN, CP
AMERICAN STATISTICIAN, 1985, 39 (03): : 211 - 211
[4] ON NORMAL APPROXIMATIONS FOR THE NONCENTRAL F-DISTRIBUTION
AWAD, AM
SALAH, MS
JOURNAL OF THE UNIVERSITY OF KUWAIT-SCIENCE, 1986, 13 (02): : 143 - 149
[5] A NOTE ON COMPUTING THE NONCENTRALITY PARAMETER OF THE NONCENTRAL F-DISTRIBUTION
GUIRGUIS, GH
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1990, 19 (04) : 1497 - 1511
[6] EVALUATION OF THE NONCENTRAL F-DISTRIBUTION BY NUMERICAL CONTOUR INTEGRATION
HELSTROM, CW
RITCEY, JA
SIAM JOURNAL ON SCIENTIFIC AND STATISTICAL COMPUTING, 1985, 6 (03): : 505 - 514
[7] APPROXIMATIONS FOR DOUBLY NONCENTRAL-F DISTRIBUTION
MUDHOLKAR, GS
CHAUBEY, YP
LIN, CC
COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1976, A 5 (01): : 49 - 63
[8] COMPUTATION OF PROBABILITY AND NON-CENTRALITY PARAMETER OF A NONCENTRAL F-DISTRIBUTION
NARULA, SC
WEISTROFFER, HR
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1986, 15 (03) : 871 - 878
[9] SERIES EXPANSIONS FOR THE DOUBLY NON-CENTRAL F-DISTRIBUTION
TIKU, ML
AUSTRALIAN JOURNAL OF STATISTICS, 1965, 7 (03): : 78 - 89
[10] Calculating the density and distribution function for the singly and doubly noncentral F
Butler, RW
Paolella, MS
STATISTICS AND COMPUTING, 2002, 12 (01) : 9 - 16

← 1 2 3 4 5 →