A Note on Computing Extreme Tail Probabilities of the Noncentral -Distribution with Large Noncentrality Parameter
The noncentral -distribution is a generalization of the Student’s-distribution. In this paper we suggest an alternative approach for computing the cumulative distribution function (CDF) of the noncentral-distribution which is based on a direct numerical integration of a well behaved function. With a double-precision arithmetic, the algorithm provides highly precise and fast evaluation of the extreme tail probabilities of the noncentral -distribution, even for large values of the noncentrality...