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Acceleration techniques in fixed-point methods for finding percentage points

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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.

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Authors and Affiliations

  1. Department of Epidemiology, Free University Berlin, Augustastr. 37, 1000, 45, Berlin, Germany

    Dankmar Böhning

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  1. Dankmar Böhning
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Böhning, D. Acceleration techniques in fixed-point methods for finding percentage points. Stat Comput 3, 1–5 (1993). https://doi.org/10.1007/BF00146947

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