Algorithm for calculating the noncentral chi-square distribution (Q4701393)
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scientific article; zbMATH DE number 1365304
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| English | Algorithm for calculating the noncentral chi-square distribution |
scientific article; zbMATH DE number 1365304 |
Statements
Algorithm for calculating the noncentral chi-square distribution (English)
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21 November 1999
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chi-square distribution
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Neumann series
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\(Q\)-function
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modified Bessel function
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Parl's method
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numerical results
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Helstrom's saddlepoint integration method
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convergence
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0.8443260192871094
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0.8247790932655334
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0.823689341545105
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0.8138954639434814
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0.8040597438812256
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