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非中心分布非中心参数的数值计算

魏公毅   

  1. 中国科学院计算中心
  • 出版日期:1992-02-20 发布日期:1992-02-20

魏公毅. 非中心分布非中心参数的数值计算[J]. 数值计算与计算机应用, 1992, 13(2): 81-85.

A NUMERICAL METHOD FOR NON-CENTRALITY PARAMETER OF NONCENTRAL DISTRIBUTION

  1. Wei Gong-yi Computing Center, Academia Sinica
  • Online:1992-02-20 Published:1992-02-20
在应用t,X~2和F分布作检验时,为了计算检验的功效,必然要引出相应的非中心t,X~2和F分布,具体公式参看.通常,人们最关心的问题是,对于某种检验方法,当犯第一类错误的概率α固定以后,非中心分布非中心参数λ应取什么样值,才能使检验
In this paper, some problems in iterative computation for non-centrality parameters ofnoncentral t, X~2 and F distributions are discussed. Based on a large amount of computationalsimulation a selective approach for the initial formula is presented, the practical effectiveness oftwo iterative formulas is analyzed, and a few better iterative intervals are suggested. Thus com-putational efficiency increases greatly.
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