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A numerical algorithm for the computation of the noncentral beta distribution function

  • Vera Egorova,
  • Amparo Gil,
  • Javier Segura,
  • Nico M. Temme

摘要

The noncentral beta distribution function is a generalization of the central beta distribution (the regularized incomplete beta function) that includes a noncentrality parameter. This paper describes an algorithm and provides a Matlab implementation for calculating the noncentral beta distribution function. Through a series of numerical tests, we demonstrate that the algorithm is accurate and efficient across a wide range of parameters.