Computing the noncentral-F distribution and the power of the F-test with guaranteed accuracy

Author:

Baharev AliORCID,Schichl Hermann,Rév Endre

Funder

Austrian Science Fund (FWF)

Publisher

Springer Science and Business Media LLC

Subject

Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference38 articles.

1. Alefeld G, Herzberger J (1983) Introduction to interval computations. Academic Press, New York

2. Baharev A (2016) Rigorous enclosures of minimal detectable differences for general anova models. https://github.com/baharev/mindiffver

3. Baharev A, Kemény S (2008) On the computation of the noncentral F and noncentral beta distribution. Stat Comput 18:333–340

4. Benton D, Krishnamoorthy K (2003) Computing discrete mixtures of continuous distributions: noncentral chisquare, noncentral $$t$$ t and the distribution of the square of the sample multiple correlation coefficient. Comput Stat Data Anal 43(2):249–267

5. Berz M, Bischof C, Corliss G, Griewank A (1996) Computational differentiation: techniques, applications, and tools. SIAM, Philadelphia

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