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An efficient algorithm for computing quantiles of the noncentral chi-squared distribution

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  • Ding, Cherng G.

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  • Ding, Cherng G., 1999. "An efficient algorithm for computing quantiles of the noncentral chi-squared distribution," Computational Statistics & Data Analysis, Elsevier, vol. 29(3), pages 253-259, January.
    • Handle: RePEc:eee:csdana:v:29:y:1999:i:3:p:253-259
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    References listed on IDEAS

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    1. Allan J. Macleod, 1989. "A Robust and Reliable Algorithm for the Logarithm of the Gamma Function," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 38(2), pages 397-402, June.
    2. Ding, Cherng G., 1996. "On the computation of the distribution of the square of the sample multiple correlation coefficient," Computational Statistics & Data Analysis, Elsevier, vol. 22(4), pages 345-350, August.
    3. Chi‐Leung Lau, 1980. "A Simple Series for the Incomplete Gamma Integral," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(1), pages 113-114, March.
    4. Ding, Cherng G., 1994. "On the computation of the noncentral beta distribution," Computational Statistics & Data Analysis, Elsevier, vol. 18(4), pages 449-455, November.
    5. J. D. Beasley & S. G. Springer, 1977. "The Percentage Points of the Normal Distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 26(1), pages 118-121, March.
    6. R. W. Farebrother, 1987. "The Distribution of a Noncentral χ2 Variable with Nonnegative Degrees of Freedom," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 36(3), pages 402-405, November.
    7. H. Frick, 1990. "A Remark on Algorithm as 226: Computing Non‐Central Beta Probabilities," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 39(2), pages 311-312, June.
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    Cited by:

    1. Chen, Shun-Yi & Chen, Hubert J. & Ding, Cherng G., 2000. "An ANOVA test for the equivalency of means under unequal variances," Computational Statistics & Data Analysis, Elsevier, vol. 33(2), pages 151-175, April.

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