An Efficient Method for Noncentral Beta Probabilities When Parameters Are Small or Moderate

Carl M.-S. Lee
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Carl M.-S. Lee: Central Michigan University, Department of Mathematics

A chapter in Computing Science and Statistics, 1992, pp 430-433 from Springer

Abstract: Abstract In this article, we propose a method for computing noncentral beta probabilities. This method is particularly efficient for small or moderate parameter sizes. The efficiency and accuracy are compared with the method by Bosten and Battiste (1974), which is implemented by the IMSL. The accuracy comparison indicates both methods are almost the same. Results show at least 12 decimal places coincided. For the efficiency comparison, the new method out performs that used by the IMSL for parameter sizes less than 200. For parameter sizes less than 50, the new method shows twice more efficient.

Keywords: Algorithm; Central Beta Probabilities; Recursive Formula (search for similar items in EconPapers)
Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-2856-1_69

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DOI: 10.1007/978-1-4612-2856-1_69

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