Another derivation of two algorithms for the noncentral x2and f distributions

DOI10.1080/00949659408811572zbMATH Open0832.62011OpenAlexW2046440650MaRDI QIDQ4864205FDOQ4864205

Authors: 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

Recommendations

• A note on the noncentral chi-square distribution
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zbMATH Keywords

modified Bessel functionsdensity functioncumulative distributionderivativesnoncentral 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)

Cites Work

• Title not available (Why is that?)
• The noncentral chi-squared distribution with zero degrees of freedom and testing for uniformity
• On the computation of noncentral chi-squared distributions with even degrees of freedom
• Computation of noncentral f distributions with even denominator degrees of freedom

Cited In (28)

• The noncentral \(F\) distribution
• Approximations to noncentral distributions
• Incomplete Exponential and Hypergeometric Functions with Applications to the Non Central χ²-Distribution
• New representations of the noncentral chi-square density and cumulative
• The Distribution of Noncentral Means with Known Covariance
• Computing discrete mixtures of continuous distributions: noncentral chisquare, noncentral \(t\) and the distribution of the square of the sample multiple correlation coefficient
• Properties of the probability density function of the non-central chi-squared distribution
• Recurrence relations for noncentral density, distribution functions and inverse moments
• An alternative representation of noncentral beta and \(F\) distributions
• A note on the moments of non-central chi-squared and F distributions
• Calculating the density and distribution function for the singly and doubly noncentral \(F\)
• Computation of the Generalized F Distribution
• CDF of non-central \(\chi^2\) distribution revisited. Incomplete hypergeometric type functions approach
• Family of non-central transformed chi-square distributions
• Generalized non-central \(F\) distribution in \(EC_{m+n}(\mu, I_{m+n},\phi)\)
• Distribution of the linear combination of two general beta variables and applications
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the noncentral chi-square distribution -- a computer-aided approach
• On Representations of the Doubly Non-Central F Distribution
• On the doubly noncentral F distribution
• A unified way to represent and compute the cumulative distribution function for noncentral \(t, F\), and \(\chi^2\)
• The S-system computation of non-central gamma distribution
• A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions
• Generalized \(F\) distributions with random non-centrality parameters: convolution of gamma and beta variables
• A note on the noncentral chi-square distribution
• On new formulas for the cumulative distribution function of the noncentral chi-square distribution
• An efficient algorithm for computing the noncentrality parameters of chi-squared tests

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