Efficient algorithms for the inversion of the cumulative central beta distribution
Numerical Analysis
2016-05-12 v1 Numerical Analysis
Classical Analysis and ODEs
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.
Cite
@article{arxiv.1605.03503,
title = {Efficient algorithms for the inversion of the cumulative central beta distribution},
author = {A. Gil and J. Segura and N. M. Temme},
journal= {arXiv preprint arXiv:1605.03503},
year = {2016}
}
Comments
To appear in Numerical Algorithms