CALCULATION OF UPPER TAIL PERCENTILES FOR THE CHI-SQUARE DISTRIBUTION,
Abstract
A procedure is described for determining upper tail percentiles of the chi-square distribution with an arbitrary number of degrees of freedom. An effective iterative technique is described for solving equations of the form f(x) = 0, given the feasibility of computing f and its derivatives. Then, this technique is applied to the chi-square distribution by the continued fraction approximation to the tail integral of the chi-square density function. An alternative procedure is given for the cases in which the sequence of approximants to this continued fraction converge slowly.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1964
- Accession Number
- AD0611176
Entities
People
- Herman Rubin
- James V. Zidek
Organizations
- Stanford University