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

A Note on the Computation of the Cumulative Distribution Function of the Noncentral F Distribution

The Egyptian Statistical Journal
Article 3, Volume 38, Issue 1, June 1994, Page 98-105  XML
Document Type: Original Article
DOI: 10.21608/esju.1994.314816
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Authors
Mohammed A. El-Saidi; Karan P. Singh
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
Statistics
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