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Original Articles

On using newton's method for computing the noncentrality parameter of the noncentral f distribution

Pages 259-268 | Received 01 Aug 1994, Published online: 27 Jun 2007
 

Abstract

This article deals with how to enhance computational efficiency of Newton's method for computing the noncentrality parameter of the noncentral F distribution. Some relationship between recurrence fonnulas for computing the noncentral F distribution function and its derivative with respect to the noncentrality parameter is investigated. Use of the relationship discovered can combine the valuations of the noncentral F distribution function and its derivative, and therefore can reduce the amount of computations during Newton's process. An efficient algorithm featuring this finding is provided in a step-by-step form.

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