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Accurate Computation of the F-to-z and t-to-z Transforms for Large Arguments

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  • Hughett, Paul

Abstract

The obvious method for transforming an F or t variate into a z variate is via the corresponding p value, but this method is inaccurate when F or t is so large that p differs from 1 by only the last few bits of its floating-point representation. More accurate results may be obtained by using q = 1 - p as the intermediate variable so that the full precision of the floating-point representation is available.

Suggested Citation

  • Hughett, Paul, 2007. "Accurate Computation of the F-to-z and t-to-z Transforms for Large Arguments," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 23(c01).
    • Handle: RePEc:jss:jstsof:v:023:c01
    DOI: http://hdl.handle.net/10.18637/jss.v023.c01
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    Cited by:

    1. Yoshiki Kaneoke & Tomohiro Donishi & Jun Iwatani & Satoshi Ukai & Kazuhiro Shinosaki & Masaki Terada, 2012. "Variance and Autocorrelation of the Spontaneous Slow Brain Activity," PLOS ONE, Public Library of Science, vol. 7(5), pages 1-10, May.
    2. Joset A Etzel & Nikola Valchev & Valeria Gazzola & Christian Keysers, 2016. "Is Brain Activity during Action Observation Modulated by the Perceived Fairness of the Actor?," PLOS ONE, Public Library of Science, vol. 11(1), pages 1-19, January.

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