On the computation of moments of the partial non-central chi-square distribution function.

MaRDI QIDQ3454433zbMATH OpenFDO

Authors Amparo Gil, Javier Segura, Nico M. Temme

Publication date 24 November 2015

Full work available at URL https://arxiv.org/abs/1306.1728, http://am2013.math.cas.cz/proceedings/contributions/gil.pdf

zbMATH Keywords

Bessel functiongamma functionLentz algorithmmoment

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: Properties satisfied by the moments of the partial non-central chi-square distribution function, also known as Nuttall Q-functions, and methods for computing these moments are discussed in this paper. The Nuttall Q-function is involved in the study of a variety of problems in different fields, as for example digital communications.

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Cited in

(3)

• Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable
• On some properties of the Nuttall function \(\mathcal Q_{\mu,\nu}(a, b)\)
• A new twist on the Nuttall function \(Q_{m,n}(a,b)\)

Describes a project that uses

Uses Software

• Maple

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