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Power function of $${\varvec{F}}-$$ distribution: revisiting its computation and solution for geodetic studies
Journal of Geodesy ( IF 3.9 ) Pub Date : 2024-11-05 , DOI: 10.1007/s00190-024-01905-7
Cüneyt Aydin, Özge Güneş

The power function of \(F-\) distribution is the complementary cumulative distribution function of the non-central \(F-\) distribution. It is used to evaluate the power of the test based on the \(F\) or \({\chi }^{2}-\) distributed statistics. This paper revisits its computation and solution for the non-centrality parameter in geodetic studies and shows that the power function related to these studies can be computed efficiently and with minimal effort. To facilitate this, we introduce a novel standalone algorithm that consistently computes the power of the test, even for large non-centrality parameters (e.g., \(>{10}^{5}\)) and for \({\chi }^{2}\)-distribution. The solution of the power function for the non-centrality parameter is typically obtained using standard root finding algorithms, such as the bisection or Newton–Raphson methods. However, they may encounter convergence problems, particularly when the non-centrality parameter increases. We demonstrate that a solution can be readily obtained from a logarithmic form of the power function, ensuring convergence and removing the requirement for a precisely defined initial value. Furthermore, we utilize a few geometric relationships during the iteration to expedite the solution process. As a result, we propose a novel solution algorithm that is highly precise, stable, and at least four times faster than standard algorithms, even for the solution interval of \(<{0, 10}^{6}>\). This efficient solution is published online as a web-based application for geodetic detectability studies in addition to the given MATLAB and Python codes.



中文翻译:


$${\varvec{F}}-$$ 分布的幂函数:重新审视其计算和大地测量研究的解



\(F-\) 分布的幂函数是非中心分布 \(F-\) 的互补累积分布函数。它用于根据 \(F\)\({\chi }^{2}-\) 分布统计数据评估测试的功效。本文重新审视了大地测量研究中非中心性参数的计算和求解,并表明与这些研究相关的幂函数可以高效且省力地计算。为了促进这一点,我们引入了一种新的独立算法,它可以始终如一地计算测试的功效,即使对于大型非中心性参数(例如,\(>{10}^{5}\))和 \({\chi }^{2}\) 分布也是如此。非中心性参数的幂函数解通常使用标准求根算法获得,例如二分法或 Newton-Raphson 方法。但是,它们可能会遇到收敛问题,尤其是在非中心性参数增加时。我们证明,可以很容易地从幂函数的对数形式中获得解,确保收敛并消除对精确定义的初始值的要求。此外,我们在迭代过程中利用了一些几何关系来加快求解过程。因此,我们提出了一种新的求解算法,该算法具有高度精确、稳定且至少比标准算法快四倍的算法,即使求解区间为 \(<{0, 10}^{6}>\) 也是如此。除了给定的 MATLAB 和 Python 代码外,这种高效的解决方案还作为基于 Web 的应用程序在线发布,用于大地测量可探测性研究。

更新日期:2024-11-05
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