Accurate Computation of the F-to-z and t-to-z Transforms for Large Arguments

Paul Hughett

Journal of Statistical Software, 2007, vol. 023, issue c01

Abstract: The obvious method for transforming an F or t variate into a z variate is via the corresponding p value, but this method is inaccurate when F or t is so large that p differs from 1 by only the last few bits of its floating-point representation. More accurate results may be obtained by using q = 1 - p as the intermediate variable so that the full precision of the floating-point representation is available.

Date: 2007-11-21
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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:023:c01

DOI: 10.18637/jss.v023.c01

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