Search

Searching. Please wait…

Detalle_Publicacion

Efficient algorithms for the inversion of the cumulative central beta distribution

Abstract: Accurate and efficient algorithms for the inversion of the cumulative central beta distribution are described. The algorithms are based on the combination of a fourth-order fixed point method with good non-local convergence properties (the Schwarzian-Newton method), asymptotic inversion methods and sharp bounds in the tails of the distribution function.

 Authorship: Gil A., Segura J., Temme N.,

 Fuente: Numerical Algorithms January 2017, Volume 74, Issue 1, pp 77–91

 Publisher: Springer

 Publication date: 01/01/2017

 No. of pages: 15

 Publication type: Article

 DOI: 10.1007/s11075-016-0139-2

 ISSN: 1017-1398,1572-9265

 Spanish project: MTM2012-34787. NMT

 Publication Url: https://link.springer.com/article/10.1007/s11075-016-0139-2

Authorship

TEMME, N.M.