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

Egorova, Vera; Gil Gómez, Amparo; Segura Sala, José Javier; Temme, Nicolaas Maria

doi:10.1007/s11075-024-01931-8

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Identificadores

URI: https://hdl.handle.net/10902/36776

DOI: 10.1007/s11075-024-01931-8

ISSN: 1017-1398

ISSN: 1572-9265

Fecha

2025-08

Derechos

Attribution 4.0 International © Los autores

Publicado en

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

Editorial

Springer

Enlace a la publicación

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

Palabras clave

Noncentral beta distribution

Numerical computation

Matlab software

Resumen/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.