Some Approximations for the Noncentral-F Distribution

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Abstract
Among the various approximations for the noncentral-F distribution. the best known are the computationally simpler approximation due to Severo and Zelen [18] and Laubscher [9], which requires only the normal distribution, and a more accurate approximation due to Tiku [21], which requires the F distribution. Thcsr approximations are systematically evaluated. Some variations of these approximations are considered and found to he of comparable accuracy. An Edgeworth-acries approximation, which requires only the normal distribution, is developed and sren to be superior in accuracy. A FORTRAN-subroutine for the Edgeworth-series approximation is given.

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