On the noncentral chi-square distribution -- a computer-aided approach

MaRDI QIDQ3409035zbMATH OpenFDO

Authors Wei Kwang Huang

Publication date 7 November 2006

zbMATH Keywords

distribution functionsnoncentral chi-square distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Statistical distribution theory (62E99)

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Cited in

(15)

• Computation of the expected value of a function of a chi-distributed random variable
• New representations of the noncentral chi-square density and cumulative
• An efficient algorithm for computing quantiles of the noncentral chi-squared distribution.
• Computing discrete mixtures of continuous distributions: noncentral chisquare, noncentral \(t\) and the distribution of the square of the sample multiple correlation coefficient
• Computation of the Noncentral Gamma Distribution
• Self-validated Computations for the Probabilities of the Central Bivariate Chi-square Distribution and a BivariateFDistribution. This work partially supported by National Science Foundation grant DMS-9500831
• Holonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables
• \texttt{GammaCHI}: a package for the inversion and computation of the gamma and chi-square cumulative distribution functions (central and noncentral)
• Evaluation of the Noncentral F-Distribution by Numerical Contour Integration
• Computation of the Chi-Square and Poisson Distribution
• Evaluating the noncentral chi-square distribution for the Cox-Ingersoll-Ross process
• Self-Validating Computations of Probabilities for Selected Central and Noncentral Univariate Probability Functions
• Tables of the cumulative non-central chi-square distribution-part 3¹
• A note on the noncentral chi-square distribution
• An efficient algorithm for computing the noncentrality parameters of chi-squared tests

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