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.
El-Saidi, M., & Singh, K. (1994). A Note on the Computation of the Cumulative Distribution Function of the Noncentral F Distribution. The Egyptian Statistical Journal, 38(1), 98-105. doi: 10.21608/esju.1994.314816
MLA
Mohammed A. El-Saidi; Karan P. Singh. "A Note on the Computation of the Cumulative Distribution Function of the Noncentral F Distribution", The Egyptian Statistical Journal, 38, 1, 1994, 98-105. doi: 10.21608/esju.1994.314816
HARVARD
El-Saidi, M., Singh, K. (1994). 'A Note on the Computation of the Cumulative Distribution Function of the Noncentral F Distribution', The Egyptian Statistical Journal, 38(1), pp. 98-105. doi: 10.21608/esju.1994.314816
VANCOUVER
El-Saidi, M., Singh, K. A Note on the Computation of the Cumulative Distribution Function of the Noncentral F Distribution. The Egyptian Statistical Journal, 1994; 38(1): 98-105. doi: 10.21608/esju.1994.314816
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