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題 名 | Comparing S-system with Existing Methods for the Computation of Noncentral Beta Distribution |
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作 者 | Chou,Ying-chyi; Chang,Pao-long; Chen,Z. Y.; | 書刊名 | International Journal of Information and Management Sciences |
卷 期 | 11:2 2000.06[民89.06] |
頁 次 | 頁37-48 |
分類號 | 310.15 |
關鍵詞 | Statistical computing; Quantiles; Recasting; S-system; Noncentral beta distribution; |
語 文 | 英文(English) |
英文摘要 | Based on the recasting illustrations of Rust and Voit [13], we newly recast the noncentral beta distribution it not the S-system form with numerical advantages. T he computing methods of this distribution have received much attention during the last decade. They differ in various situations, for instance, error bound, the approximation or truncation method, the simplicity of representations, and the calculation procedure. Most of them focus on computing cumulative probabilities. The S-system formulation can further evaluate other quantities, such as density and quantiles, more easily and interactively. In addition to demonstrating the new computational results using the S-system numberical solver ESSYNS, we also compare the evaluation results with those by the ad hoc computing methods. Some numerical results and its comparisons are also shown. |
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