首页   按字顺浏览 期刊浏览 卷期浏览 An efficient algorithm for computing the noncentrality parameters of chi-squared tests
An efficient algorithm for computing the noncentrality parameters of chi-squared tests

 

作者: Cherng Ding,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1994)
卷期: Volume 23, issue 3  

页码: 861-870

 

ISSN:0361-0918

 

年代: 1994

 

DOI:10.1080/03610919408813204

 

出版商: Marcel Dekker, Inc.

 

关键词: Hastings'formula;Newton's method;noncentral chi-squared distribution;power function

 

数据来源: Taylor

 

摘要:

Use of Newton's method for computing the noncentrality parameter based on the specified power in sample size problems of chi-squared tests requires that we evaluate both the noncentral chi-squareddistribution function and its derivative with respect to the noncentrality parameter. A close relationship between computing formulas for them is revealed, by which their evaluations can be performed jointly. This property greatly reduces the amount of computation involved. The corresponding algorithm is provided in a step-by-step form.

 

点击下载:  PDF (772KB)



返 回