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Efficient evaluation of a continued fraction involved in the calculation of the moments of the sample multivariate coefficient of variation squared

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Efficient evaluation of a continued fraction involved in the calculation of the moments of the sample multivariate coefficient of variation squared

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Giner Bosch, V. (2020). Efficient evaluation of a continued fraction involved in the calculation of the moments of the sample multivariate coefficient of variation squared. http://hdl.handle.net/10251/156814

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Title: Efficient evaluation of a continued fraction involved in the calculation of the moments of the sample multivariate coefficient of variation squared
Secondary Title: Efficient evaluation of a continued fraction
Author: Giner Bosch, Vicent
UPV Unit: Universitat Politècnica de València. Centre for Quality and Change Management
Issued date:
Abstract:
This document presents a pseudocode routine to calculate the term C(a,z) described in the work by Giner-Bosch, Tran, Castagliola and Khoo [Qual. Reliab. Eng. Int. 35 (2019), pp. 1515–1541].
Subjects: continued fraction , Multivariate coefficient of variation , doubly-noncentral F distribution
Copyrigths: Reconocimiento (by)
Publisher:
Universitat Politècnica de València
Project ID:
info:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2017-2020/PID2019-110442GB-I00/ES/INFERENCIA ESTADISTICA Y MODELIZACION APLICADA AL CONTROL DE CALIDAD, LA MONITORIZACION DE PROCESOS Y EL ANALISIS DE FIABILIDAD INDUSTRIAL/
Description: Technical Report DEIOAC-2020-01
Type: Informe

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