A Note on the Computation of the Cumulative Distribution Function of the Noncentral F Distribution | ||||
| The Egyptian Statistical Journal | ||||
| Article 6, Volume 38, Issue 1, June 1994, Page 98-105 PDF (6.33 MB) | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1994.314816 | ||||
 View on SCiNiTO | ||||
| Authors | ||||
| Mohammed A. El-Saidi* 1; Karan P. Singh2 | ||||
| 1Department of Statistics & Operations Research, Kuwait University, Kuwait. | ||||
| 2Department of Biostatistics & Biomathematics, The University of Alabama at Birmingham, Alabama, U.S.A | ||||
| Abstract | ||||
| 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. | ||||
| Keywords | ||||
| F Integral; Infinite Series; Error Bound; Complete and Incomplete Beta Integrals; Complete Gamma Function; Poisson Distribution; Binomial Probabilities | ||||
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