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

doi:10.1016/S0167-9473(98)00066-8

完整後設資料紀錄

DC 欄位	值	語言
dc.contributor.author	Ding, CG	en_US
dc.date.accessioned	2014-12-08T15:46:59Z	-
dc.date.available	2014-12-08T15:46:59Z	-
dc.date.issued	1999-01-28	en_US
dc.identifier.issn	0167-9473	en_US
dc.identifier.uri	http://dx.doi.org/10.1016/S0167-9473(98)00066-8	en_US
dc.identifier.uri	http://hdl.handle.net/11536/31565	-
dc.description.abstract	An efficient algorithm is provided for computing quantiles of the noncentral chi-squared distribution. Newton's method, which requires the evaluations of both of the noncentral chi-squared distribution function and the density, is used. A close relationship between their recursive computing formulas is noted to allow concurrent evaluation of the distribution function and the density. Newton's iterative computation can therefore be greatly speeded up. An example is given to illustrate the usefulness of the algorithm. (C) 1999 Elsevier Science B.V. All rights reserved.	en_US
dc.language.iso	en_US	en_US
dc.subject	Cornish-Fisher expansion	en_US
dc.subject	Newton's method	en_US
dc.subject	noncentral chi-squared distribution	en_US
dc.subject	quantile	en_US
dc.subject	series representation	en_US
dc.title	An efficient algorithm for computing quantiles of the noncentral chi-squared distribution	en_US
dc.type	Article	en_US
dc.identifier.doi	10.1016/S0167-9473(98)00066-8	en_US
dc.identifier.journal	COMPUTATIONAL STATISTICS & DATA ANALYSIS	en_US
dc.citation.volume	29	en_US
dc.citation.issue	3	en_US
dc.citation.spage	253	en_US
dc.citation.epage	259	en_US
dc.contributor.department	管理科學系	zh_TW
dc.contributor.department	Department of Management Science	en_US
dc.identifier.wosnumber	WOS:000078272000001	-
dc.citation.woscount	5	-
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