Calculation of critical values of several probability distributions using standard numerical methods

Dusan Knezo; Jozef Zajac; Peter Michalik

Smart City 360°. The second EAI International Summit, Smart City 360°, Bratislava, Slovakia, November 22-24, 2016. Revised Selected Papers

Research Article

Calculation of critical values of several probability distributions using standard numerical methods

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@INPROCEEDINGS{10.4108/eai.14-2-2017.152160,
    author={Dusan Knezo and Jozef Zajac and Peter Michalik},
    title={Calculation of critical values of several probability distributions using standard numerical methods},
    proceedings={Smart City 360°. The second EAI International Summit, Smart City 360°, Bratislava, Slovakia, November 22-24, 2016. Revised Selected Papers},
    publisher={EAI},
    proceedings_a={SMARTCITY360},
    year={2017},
    month={2},
    keywords={probability distributions critical values approximate calculation of definite integrals approximate calculation of nonlinear equations},
    doi={10.4108/eai.14-2-2017.152160}
}

Dusan Knezo
Jozef Zajac
Peter Michalik
Year: 2017
Calculation of critical values of several probability distributions using standard numerical methods
SMARTCITY360
EAI
DOI: 10.4108/eai.14-2-2017.152160

Dusan Knezo¹^,*, Jozef Zajac, Peter Michalik

1: Technical University of Košice, Faculty of manufacturing technologies with a seat in Prešov, Department of mathematics, informatics and cybernetics, Bayerova 1, 080 01 Prešov, Slovak Republic

*Contact email: dusan.knezo@tuke.sk

Abstract

Very common statistical methods used in practice are interval estimations, tests of statistical hypotheses and other tests. Using these methods usually requires knowledge of critical values of some distributions. In the case of mentioned application methods are used computer programs, but in other cases it is desirable to have a method of calculating the distribution of the critical values. Article presents methods for calculating the critical values for a standard normal distribution, Student's t-distribution, Fisher-Snedecor F-distribution and χ^2distribution using standard numerical methods, specifically an approximate calculation of definite integrals and approximate calculation of nonlinear equations.

Keywords: probability distributions critical values approximate calculation of definite integrals approximate calculation of nonlinear equations

Published: 2017-02-14
Publisher: EAI

: http://dx.doi.org/10.4108/eai.14-2-2017.152160