Algorithm 939
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Publication:5177206
DOI10.1145/2591004zbMath1322.65046arXiv1311.0681OpenAlexW1967855472WikidataQ113310302 ScholiaQ113310302MaRDI QIDQ5177206
Javier Segura, Amparo Gil, Nico M. Temme
Publication date: 10 March 2015
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.0681
Computation of special functions and constants, construction of tables (65D20) Other functions defined by series and integrals (33E20)
Related Items (8)
Monotonicity properties and bounds for the chi-square and gamma distributions ⋮ \texttt{GammaCHI}: a package for the inversion and computation of the gamma and chi-square cumulative distribution functions (central and noncentral) ⋮ Sharp bounds for cumulative distribution functions ⋮ The Asymptotic and Numerical Inversion of the MarcumQ-Function ⋮ Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable ⋮ Some inverse Laplace transforms that contain the Marcum Q function and an expanded property of the Marcum Q function ⋮ Algorithm 939 ⋮ Asymptotic and numerical aspects of the generalized Marcum function of the second kind
Uses Software
Cites Work
- Evaluating the noncentral chi-square distribution for the Cox-Ingersoll-Ross process
- Asymptotic and numerical aspects of the noncentral chi-square distribution
- Recursive Computation of Certain Integrals
- A Double Integral Containing the Modified Bessel Function: Asymptotics and Computation
- The calculation of the probability of detection and the generalized Marcum Q-function
- On the Computation of Non-Central Chi-Square Distribution Function
- Monotonicity results and inequalities for the gamma and incomplete gamma functions
- Algorithm for calculating the noncentral chi-square distribution
- Computation of the Noncentral Gamma Distribution
- Efficient and Accurate Algorithms for the Computation and Inversion of the Incomplete Gamma Function Ratios
- Numerical Methods for Special Functions
- Uniform asymptotic expansions of integrals with stationary point near algebraic singularity
- Uniform Asymptotic Expansions for Saddle Point Integrals-Application to a Probability Distribution Occurring in Noise Theory
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