On the Computation of Non-Central Chi-Square Distribution Function

DOI10.1080/03610919008812916zbMath0850.62204OpenAlexW2058081779MaRDI QIDQ4019131

Ali I. Abdel-Samad, Samir K. Ashour

Publication date: 16 January 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919008812916

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

Related Items (8)

Distribution of a sum of weighted noncentral chi-square variables ⋮ New expression for CDF of \(\chi_{\nu}^{\prime 2}(\lambda)\) distribution and Marcum \(Q_1\) function ⋮ An efficient algorithm for computing the noncentrality parameters of chi-squared tests ⋮ Refined normal approximations for the central and noncentral chi-square distributions and some applications ⋮ Efficient computation of the noncentral x²distribution ⋮ Probabilities and Large Quantiles of Noncentral Generalized Chi-Square Distributions ⋮ CDF of non-central \(\chi^2\) distribution revisited. Incomplete hypergeometric type functions approach ⋮ Algorithm 939

Cites Work

• On the non-central chi-square distribution
• New representations of the noncentral chi-square density and cumulative
• An extension of ruben’s result on the probability intergral of noncentral chi-square
• On the computation of noncentral chi-squared distributions with even degrees of freedom
• A new result on the probability integral of non-central chi-square with even degrees of freedom
• Approximations to the non-central chi-square distribution

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