Efficient algorithms for the inversion of the cumulative central beta distribution

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URI: http://hdl.handle.net/10902/11330
ISSN: 1017-1398
ISSN: 1572-9265
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Autoría
Gil Gómez, AmparoAutoridad Unican; Segura Sala, José JavierAutoridad Unican; Temme, Nicolaas MariaAutoridad Unican
Fecha
2017-01
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© Springer. The final publication is available at Springer via http://dx.doi.org/10.1007/s11075-016-0139-2
Publicado en
Numerical Algorithms January 2017, Volume 74, Issue 1, pp 77–91
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Springer
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Resumen/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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