求百分位点的一种不动点方法

A Fixed Point Method for Finding Percentage Points

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1991
被引 8
ABS 3

中文导读

提出一种通过构造辅助函数并应用Steffensen加速技术求分布函数百分位点的不动点方法,测试表明能准确计算卡方和F分布的百分位点。

Abstract

SUMMARY Iterative methods for finding accurate estimates of percentage points are usually based on numerical root finding techniques applied to the distribution function. In this paper we take a different approach by creating an auxiliary function, whose fixed point is shown to be the desired percentage point, and then applying Steffenson's acceleration technique to find the fixed point. For the auxiliary function used, the conditions for convergence of Steffensen's method are mild and are satisfied by many percentage point problems arising in practice. The method is tested by calculating four-place x2 percentage points and two-place F percentage points which agree with those in published tables.

统计学数值计算数学方法