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Efficient computation of the noncentral chi-squared distribution

Publication Type : Journal Article

Publisher : Taylor & Francis

Source : Communications in Statistics - Simulation and Computation, 24, 675-689. (3 citations) (1995).

Url : https://www.tandfonline.com/doi/abs/10.1080/03610919508813266?journalCode=lssp20

Campus : Amaravati

School : School of Computing

Year : 1995

Abstract : In this article we compare and contrast finite algorithms for computing the noncentral x2 distribution function for odd or even degrees of freedom with the algorithms proposed recently by Ashour & Abdel-Samad (1990). We also obtain an alternative error bound for Ruben's (1974a) algorithm for even degrees of freedom and analyze the rate of convergence of two common infinite series representations for computing the cdf

Cite this Research Publication : Chattamvelli Rajan, Shanmugam R., "Efficient computation of the noncentral chi-squared distribution", Communications in Statistics - Simulation and Computation, 24, 675-689. (3 citations). DOI: https://doi.org/10.1080/03610919508813266. (1995).

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