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Language Fortran 77 Description and PurposeThis paper gives an algorithm for computing the cumulative distribution function (CDF) of a non-central beta random variable. The algorithm proposed is based on the same recursion relationships as given by Lenth (1987) (algorithm AS 226) and Frick (1990) (algorithm AS R84), except that our algorithm uses the forward and backward recursion relationships, starting the computations at d!a2e, where ! is the non-centrality parameter, and does not restrict ITRMAX (described below). In essence, this is the clear distinction between our algorithm and AS 226 or AS R84, which both restrict ITRMAX and recur forwards only. We also show an alternative way of incorporating Frick's modi®cations to algorithm AS 226 and do a time comparison with the algorithm proposed by Ding (1994).

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