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Topic:
Approximating ratio of incomplete gamma functions
Replies:
1
Last Post:
Dec 15, 2011 9:24 PM



R
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Registered:
10/8/10


Re: Approximating ratio of incomplete gamma functions
Posted:
Dec 15, 2011 9:24 PM


On Dec 15, 8:31 am, Paul <paulvonhip...@yahoo.com> wrote: > Thanks to Mathematica, I have an expression for the mean of a right > truncated inverse chisquare distribution: > > Btrunc = TruncatedDistribution[{0, W/(B*(D  1))}, > InverseChiSquareDistribution[D  1]]; Mean[Btrunc] > > The expression is a ratio of two incomplete gamma functions  > > Gamma[1/2 (3 + D), (B (1 + D))/( > 2 W)]/(2 Gamma[1/2 (1 + D), (B (1 + D))/(2 W)]) > >  which is fine as long I stay in Mathematica. However, I will need > to deploy this result in a statistics package, and two problems will > arise: > > (1) Some statistics packages, such as SAS, have not implemented the > incomplete gamma function. > (2) Many programming languages are going to have trouble calculating > the ratio of two very large numbers, which this is. > > So I wonder whether there's a simpler way to approximate the result. > It may help that D is an integer of at least 5, and that W and B are > positive. Many thanks for any suggestions. > > Best, > Paul
Paul,
Have you investigated the NLMIXED procedure in SAS which allows you to write your own likelihood function?
Ryan



