Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Paul Hughett
Title: Accurate Computation of the F-to-z and t-to-z Transforms for Large Arguments
Abstract: The obvious method for transforming an F or t variate into a z variate is via the corresponding p value, but this method is inaccurate when F or t is so large that p differs from 1 by only the last few bits of its floating-point representation. More accurate results may be obtained by using q = 1 - p as the intermediate variable so that the full precision of the floating-point representation is available.

Page views:: 4511. Submitted: 2007-06-28. Published: 2007-11-21.
Paper: Accurate Computation of the F-to-z and t-to-z Transforms for Large Arguments     Download PDF (Downloads: 5327)
Supplements:
f2z.zip: MATLAB source code for functions f2z and f2z_bloc Download (Downloads: 1663; 2KB)
t2z.zip: MATLAB source code for functions t2z and t2z_bloc Download (Downloads: 1677; 1KB)

DOI: 10.18637/jss.v023.c01

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.