Abstract
This contribution discusses various acceleration techniques of fixed-point methods for iteratively finding percentage points of a given distribution function. Recently, Farnum (1991) suggests a particular fixed-point method for solving this problem. In this paper, his method is discussed and some disadvantages are highlighted. Alternatives are suggested and discussed. In addition, methodology is developed which transforms a linearly convergent fixed point sequence into one which is converging quadratically. This includes the discussion of various forms of Aitken acceleration as well as a parametric form of acceleration.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
