A numerical algorithm for the computation of the noncentral beta distribution function

IF 1.7 3区数学 Q2 MATHEMATICS, APPLIED

Numerical Algorithms Pub Date : 2024-09-10 DOI:10.1007/s11075-024-01931-8

Vera Egorova, Amparo Gil, Javier Segura, Nico M. Temme

引用次数: 0

Abstract

The noncentral beta distribution function is a generalization of the central beta distribution (the regularized incomplete beta function) that includes a noncentrality parameter. This paper describes an algorithm and provides a Matlab implementation for calculating the noncentral beta distribution function. Through a series of numerical tests, we demonstrate that the algorithm is accurate and efficient across a wide range of parameters.

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计算非中心贝塔分布函数的数值算法

非中心贝塔分布函数是中心贝塔分布（正则化不完全贝塔函数）的广义化，包含一个非中心性参数。本文介绍了计算非中心贝塔分布函数的算法并提供了 Matlab 实现。通过一系列数值测试，我们证明了该算法在广泛的参数范围内都是准确高效的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Numerical Algorithms 数学-应用数学

CiteScore

4.00

自引率

9.50%

发文量

201

审稿时长

9 months

期刊介绍： The journal Numerical Algorithms is devoted to numerical algorithms. It publishes original and review papers on all the aspects of numerical algorithms: new algorithms, theoretical results, implementation, numerical stability, complexity, parallel computing, subroutines, and applications. Papers on computer algebra related to obtaining numerical results will also be considered. It is intended to publish only high quality papers containing material not published elsewhere.