Certification of Algorithm 708: significant-digit computation of the incomplete beta

ABSTRACT

Algorithm 708 (BRATIO) was run on 2730 test cases. Comparison of these results with the results from an algorithm using a continued fraction of Tretter and Walster were performed using a high-precision version of the latter algorithm implemented in Maple. Accuracy of BRATIO ranged from 9.64 significant digits to a full machine double-precision, 15.65 significant digits, with the lower value occurring when a was nearly equal to b, and a was large.

REFERENCES

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INDEX TERMS

Primary Classification:
  G. Mathematics of Computing
  G.1 NUMERICAL ANALYSIS

General Terms:
Algorithms

Keywords:
F-distribution, continued fractions