CDF of non-central \(\chi^2\) distribution revisited. Incomplete hypergeometric type functions approach

DOI10.1016/j.indag.2021.06.005zbMath1478.60056arXiv2011.01432OpenAlexW3173799675MaRDI QIDQ2040157

Tibor K. Pogány, Dragana Jankov Maširević

Publication date: 12 July 2021

Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.01432

zbMATH Keywords

modified Bessel function of the first kindincomplete gamma functionsMarcum \(Q\)-function(in)complete Fox-Wright functionCDF of non-central \(\chi^2\) distributiongeneralized (in)complete hypergeometric functions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

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New expression for CDF of \(\chi_{\nu}^{\prime 2}(\lambda)\) distribution and Marcum \(Q_1\) function, Observations on the McKay \(I_\nu\) Bessel distribution

Uses Software

• DLMF

Cites Work

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