A recursive formula for evaluating incomplete beta integral is obtained by reducing both parameters simultaneously. Applying this identity, we derive an exact expression for F-cumulative probabilities. An algorithm is then derived by using this expression. Results from a single-precision FORTRAN program by using this algorithm are compared with that using MDFD subroutine of IMSL in both of accuracy and speed for degrees of freedom l = m, n = 500. It is seen that both results coincide with at least 11 significant digits, and the new algorithm is consistently faster than MDFD by 10 to 15 percent.
|Number of pages||11|
|Journal||Communications in Statistics Part B: Simulation and Computation|
|State||Published - Jan 1 1988|
- Incomplete beta function
- recursive formula