ManageChatDiscover
314816

A Note on the Computation of the Cumulative Distribution Function of the Noncentral F Distribution

Article

Last updated: 11 May 2025

OverviewSimilar Items

Subjects

-

Tags

-

Abstract

In this paper a computationally simple method is proposed for approximating the cumulative distribution function (c.d.f.) of the noncentral F distribution. A closed form expression for evaluating an incomplete beta integral is derived. Recursive formulas are obtained for computing products of the Poison probabilities and incomplete beta functions involved in an infinite series representing the c.d.f. of the noncentral F distribution. The proposed technique can easily be implemented on personal computers.

DOI

10.21608/esju.1994.314816

Keywords

F Integral, Infinite Series, Error Bound, Complete and Incomplete Beta Integrals, Complete Gamma Function, Poisson distribution, Binomial Probabilities

Authors

First Name

Mohammed

Last Name

El-Saidi

MiddleName

A.

Affiliation

Department of Statistics & Operations Research, Kuwait University, Kuwait.

Email

-

City

-

Orcid

-

First Name

Karan

Last Name

Singh

MiddleName

P.

Affiliation

Department of Biostatistics, The University of Alabama at Birmingham, Alabama, U.S.A

Email

-

City

-

Orcid

-

Volume

38

Article Issue

1

Related Issue

43177

Issue Date

1994-06-01

Receive Date

2023-08-27

Publish Date

1994-06-01

Page Start

98

Page End

105

Print ISSN

0542-1748

Online ISSN

2786-0086

Article File

ESJU_Volume 38_Issue 1_Pages 98-105.pdf

PDF . 6.6MB

Link

https://esju.journals.ekb.eg/article_314816.html

Detail API

http://journals.ekb.eg?_action=service&article_code=314816

Order

6

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

A Note on the Computation of the Cumulative Distribution Function of the Noncentral F Distribution

Details

Type

Article

Created At

28 Dec 2024