Efficient algorithms for the inversion of the cumulative central beta distribution

2016/05/11 by A. Gil, Gil, A., J. Segura +3
Computer Science · Mathematics · #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Numerical Analysis (math.NA) #cs.NA #math.CA #math.NA

paper · pdf · doi:10.48550/arxiv.1605.03503

To appear in Numerical Algorithms

arxiv created 2016/05/11 · arxiv updated 2016/05/12

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.

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