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.
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