TY - JOUR
AU - Hughett, Paul
PY - 2007/11/21
Y2 - 2024/05/27
TI - Accurate Computation of the F-to-z and t-to-z Transforms for Large Arguments
JF - Journal of Statistical Software, Code Snippets
JA - J. Stat. Soft.
VL - 23
IS - 1
SE - Code Snippets
DO - 10.18637/jss.v023.c01
UR - https://www.jstatsoft.org/index.php/jss/article/view/v023c01
SP - 1 - 5
AB - 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.
ER -