Computation of the Noncentral Gamma Distribution

DOI10.1137/S1064827594263631zbMath0856.65153MaRDI QIDQ4895604

Leo Knüsel, B. Bablok

Publication date: 2 March 1997

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

noncentrality parameterslower and upper quantileslower and upper tail probabilitiesnoncentral gamma distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17) Probabilistic methods, stochastic differential equations (65C99)

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Uses Software

• AS 226
• AS 231