On new formulas for the cumulative distribution function of the noncentral chi-square distribution
DOI10.1007/S00009-017-0874-1zbMATH Open1370.62009OpenAlexW2593720936MaRDI QIDQ2363003FDOQ2363003
Authors: Dragana Jankov Maširević
Publication date: 12 July 2017
Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00009-017-0874-1
Recommendations
- New representations of the noncentral chi-square density and cumulative
- Another derivation of two algorithms for the noncentral x2and f distributions
- CDF of non-central \(\chi^2\) distribution revisited. Incomplete hypergeometric type functions approach
- A note on the noncentral chi-square distribution
- A unified way to represent and compute the cumulative distribution function for noncentral \(t, F\), and \(\chi^2\)
modified Bessel functionsNeumann seriesgeneralized incomplete gamma functionnoncentral chi-square distributionleaky aquifer function
Exact distribution theory in statistics (62E15) Other functions defined by series and integrals (33E20) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)
Cites Work
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- The special functions and their approximations. Vol. I, II
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- Incomplete Bessel, generalized incomplete gamma, or leaky aquifer functions
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- Asymptotic and numerical aspects of the noncentral chi-square distribution
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- On the Mellin transform of products of Bessel and generalized hypergeometric functions
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- New summations of Neumann series of modified Bessel functions
- On the Computation of Modified Bessel Function Ratios
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- Modified Bessel functions and their applications in probability and statistics
- A Note on the Convergence of KAMPÉ DE FÉRIET's Double Hypergeometric Series
- The generalized incomplete gamma function as sum over modified Bessel functions of the first kind
- Properties of the probability density function of the non-central chi-squared distribution
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- Generalized series of Bessel functions
- On some properties of the Marcum \(Q\) function
- The generalized Marcum \(Q\)-function: an orthogonal polynomial approach
- Integral representations for Neumann-type series of Bessel functions \(I_{\nu},Y_{\nu}\) and \(K_{\nu}\)
Cited In (9)
- New representations of the noncentral chi-square density and cumulative
- New expression for CDF of \(\chi_{\nu}^{\prime 2}(\lambda)\) distribution and Marcum \(Q_1\) function
- Bounds for confluent Horn function Φ2 deduced by McKay Iν Bessel law
- CDF of non-central \(\chi^2\) distribution revisited. Incomplete hypergeometric type functions approach
- \texttt{GammaCHI}: a package for the inversion and computation of the gamma and chi-square cumulative distribution functions (central and noncentral)
- Observations on the McKay \(I_\nu\) Bessel distribution
- Refined normal approximations for the central and noncentral chi-square distributions and some applications
- A unified way to represent and compute the cumulative distribution function for noncentral \(t, F\), and \(\chi^2\)
- A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables
Uses Software
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