Fast Computation of the Non-Central Chi Square PDF Outside the HDR Under a Requisite Precision Constraint
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چکیده
منابع مشابه
Fast Computation of the Non-Central Chi Square PDF Outside the HDR Under a Requisite Precision Constraint
Computation of the non-central chi square probability density function is encountered in diverse fields of applied statistics and engineering. The distribution is commonly computed as a Poisson mixture of central chi square densities, where the terms of the sum are computed starting with the integer nearest the non-centrality parameter. However, for computation of the values in either tail regi...
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ژورنال
عنوان ژورنال: Computation
سال: 2015
ISSN: 2079-3197
DOI: 10.3390/computation3020326