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A numerical algorithm for the computation of the noncentral beta distribution function

Abstract: The noncentral beta distribution function is a generalization of the central beta distribution (the regularized incomplete beta function) that includes a noncentrality parameter. This paper describes an algorithm and provides a Matlab implementation for calculating the noncentral beta distribution function. Through a series of numerical tests, we demonstrate that the algorithm is accurate and efficient across a wide range of parameters.

 Authorship: Egorova V., Gil A., Segura J., Temme N.M.,

 Fuente: Numerical Algorithms, 2025, 99(4), 1791-1804

 Publisher: Springer

 Publication date: 01/08/2025

 No. of pages: 14

 Publication type: Article

 DOI: 10.1007/s11075-024-01931-8

 ISSN: 1017-1398,1572-9265

 Spanish project: PID2021-127252NB-I00

 Publication Url: https://doi.org/10.1007/s11075-024-01931-8