Another derivation of two algorithms for the noncentral x2and f distributions

DOI10.1080/00949659408811572zbMath0832.62011OpenAlexW2046440650MaRDI QIDQ4864205

R. Chattamvelli

Publication date: 29 January 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659408811572

zbMATH Keywords

modified Bessel functionsderivativesdensity functioncumulative distributionnoncentral chi-square distributionnoncentrality parameternoncentral \(t\)odd degrees of freedomnoncentral gammanoncentral betazero degrees of freedomdoubly noncentralnonlinearly transformed standard normal distributionunnormalised noncentral \(F\) distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

Related Items (4)

On the doubly noncentral F distribution ⋮ Recurrence relations for noncentral density, distribution functions and inverse moments ⋮ The S-system computation of non-central gamma distribution ⋮ Distribution of the linear combination of two general beta variables and applications

Cites Work

• Unnamed Item
• On the computation of noncentral chi-squared distributions with even degrees of freedom
• The noncentral chi-squared distribution with zero degrees of freedom and testing for uniformity
• Computation of noncentral f distributions with even denominator degrees of freedom

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