Accuracy and Efficiency for Computation of Noncentral χ2 Probabilities


The Transactions of the Korea Information Processing Society (1994 ~ 2000), Vol. 4, No. 2, pp. 483-490, Feb. 1997
10.3745/KIPSTE.1997.4.2.483,   PDF Download:

Abstract

The evaluation of the cumulative distribution function of the noncentral x^2 distribution is required in approximate determination of the power of the x^2 test. Many approximations to the cumulative distribution function of the noncentral x^2 distribution have been suggested. However, in selecting an approximations both simplicity and accuracy should be considered. In this note we compared various approximations in terms of accuracy and efficiency.


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Cite this article
[IEEE Style]
G. S. Hee, "Accuracy and Efficiency for Computation of Noncentral χ2 Probabilities," The Transactions of the Korea Information Processing Society (1994 ~ 2000), vol. 4, no. 2, pp. 483-490, 1997. DOI: 10.3745/KIPSTE.1997.4.2.483.

[ACM Style]
Gu Son Hee. 1997. Accuracy and Efficiency for Computation of Noncentral χ2 Probabilities. The Transactions of the Korea Information Processing Society (1994 ~ 2000), 4, 2, (1997), 483-490. DOI: 10.3745/KIPSTE.1997.4.2.483.