An efficient algorithm for computing the noncentrality parameters of chi-squared tests

Abstract

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.

Keywords:

• Hastings'formula
• Newton's method
• noncentral chi-squared distribution
• power function