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A Note on the Noncentral Beta Distribution Function

Publication Type : Journal Article

Publisher : Taylor & Francis, Ltd.

Source : The American Statistician

Url :

Campus : Amritapuri

School : School of Computing

Year : 1995

Abstract : The noncentral beta and the related noncentral F distributions have received much attention during the last decade, as is evident from the works of Norton, Lenth, Frick, Lee, Posten, Chattamvelli, and Chattamvelli and Shanmugam. This article reviews the existing algorithms for computing the cumulative distribution function (cdf) of a noncentral beta random variable, and proposes a simple algorithm, based on a sharp error bound, for computing the cdf. A variation of the noncentral beta random variable when the noncentrality is associated only with the denominator χ2 and its computational details are also discussed.

Cite this Research Publication : Rajan Chattamvelli, A Note on the Noncentral Beta Distribution Function, The American Statistician 49 (2), 231-234.

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