Recurrence relations for noncentral density, distribution functions and inverse moments

DOI10.1080/00949659508811679zbMath0842.62007OpenAlexW2155826805MaRDI QIDQ4869591

M. C. Jones, R. Chattamvelli

Publication date: 26 March 1996

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659508811679

zbMATH Keywords

characteristic functiondensitymodified Bessel functioninverse momentsrecurrence relationshipsStein shrinkagelength-biasingdoubly noncentralnoncentral statistical random variables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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• On the doubly noncentral F distribution
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• A MOMENT IDENTITY
• An explicit formula for the risk of James-Stein estimators
• Weighted Distributions and Size-Biased Sampling with Applications to Wildlife Populations and Human Families
• On the computation of noncentral chi-squared distributions with even degrees of freedom
• The noncentral chi-squared distribution with zero degrees of freedom and testing for uniformity
• Computation of noncentral f distributions with even denominator degrees of freedom
• Non-central chi-square and gamma revisited
• Another derivation of two algorithms for the noncentral x²and f distributions

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