ASA226
CDF of the noncentral Beta Distribution


ASA226 is a FORTRAN90 program, using double precision arithmetic, which evaluates the cumulative distribution function (CDF) of the noncentral Beta Distribution.

ASA226 is Applied Statistics Algorithm 226. Source code for many Applied Statistics Algorithms is available through STATLIB.

The program can produce reasonably accurate answers for values of the noncentrality parameter up to about 100.

Note that an improvement to ASA226 was suggested by Frick, and implemented in the online copy available through STATLIB. When I run the improved copy, the computation fails. Therefore, the version I have put together has suppressed the improvement for now until I can determine the stray minus sign or logic error causing the problem.

Related Data and Programs:

ASA063 is a FORTRAN90 library which evaluates the incomplete Beta function.

ASA109 is a FORTRAN90 library which inverts the incomplete Beta function.

ASA226 is also available in a C++ version and a FORTRAN77 version and a MATLAB version

ASA310 is a FORTRAN90 library which computes the CDF of the noncentral Beta distribution.

BETA_NC is a FORTRAN90 library which evaluates the CDF of the noncentral Beta distribution.

DCDFLIB is a FORTRAN90 library which evaluates and inverts a number of statistical distributions.

GSL is a C++ library which includes many routines for evaluating probability distributions.

PROB is a FORTRAN90 library which evaluates and inverts a number of probabilistic distributions.

TEST_VALUES is a FORTRAN90 library which contains sample values for a number of distributions.

TOMS179 is a FORTRAN77 library which evaluates the incomplete Beta function.

TOMS708 is a FORTRAN90 library which evaluates the incomplete Beta function.

Reference:

  1. H Frick,
    Algorithm AS R84: A Remark on Algorithm AS 226: Computing Noncentral Beta Probabilities,
    Applied Statistics,
    Volume 39, Number 2, 1990, pages 311-312.
  2. Russell Lenth,
    Algorithm AS 226: Computing Noncentral Beta Probabilities,
    Applied Statistics,
    Volume 36, Number 2, 1987, pages 241-244.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the FORTRAN90 source codes.


Last revised on 24 January 2008.