Accession Number:

AD0611176

Title:

CALCULATION OF UPPER TAIL PERCENTILES FOR THE CHI-SQUARE DISTRIBUTION,

Descriptive Note:

Corporate Author:

STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s):

Report Date:

1964-12-01

Pagination or Media Count:

17.0

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 fx 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.

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE