Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable
DOI10.1016/j.ejor.2017.08.002zbMath1380.62059OpenAlexW2742435143MaRDI QIDQ1681278
José Carlos Dias, João Pedro Vidal Nunes
Publication date: 23 November 2017
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.08.002
applied probabilitygeneralized Marcum functionsincomplete Toronto functionnoncentral \(\chi^{2}\) truncated and raw momentsNuttall functions
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics in engineering and industry; control charts (62P30) Exact distribution theory in statistics (62E15) Computational methods for problems pertaining to probability theory (60-08) Numerical approximation and evaluation of special functions (33F05)
Uses Software
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