doubly noncentral F distribution
- Subject: doubly noncentral F distribution
- From: Mario Rodriguez
- Date: Tue, 02 Nov 2010 22:49:21 +0100
El mi?, 27-10-2010 a las 12:54 -0400, Neal Becker escribi?:
> Anyone know of code to numerically approximate cdf of doubly noncentral F
> distribution?
>
Hello,
I don't have any such algorithm at hand, but after some googling, I
found these references:
http://onlinelibrary.wiley.com/doi/10.1111/j.1467-842X.1969.tb00102.x/abstract
http://onlinelibrary.wiley.com/doi/10.1111/j.1467-842X.1965.tb00036.x/abstract
http://fmwww.bc.edu/cef99/papers/Paolella.pdf
Perhaps you can ask the R community for more accurate information.
Sorry, I can't be more helpful.
--
Mario