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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
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AMPARO GIL GOMEZ
JOSE JAVIER SEGURA SALA
TEMME, N.M.
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