Algorithm for calculating the noncentral chi-square distribution

DOI10.1109/18.761294zbMath0958.65015OpenAlexW2111985407MaRDI QIDQ4701393

Arthur H. M. Ross

Publication date: 21 November 1999

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.761294

zbMATH Keywords

convergencenumerical resultsNeumann serieschi-square distributionmodified Bessel function\(Q\)-functionHelstrom's saddlepoint integration methodParl's method

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17)

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Algorithm 939

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