An Effective Algorithm for the Noncentral Chi-Squared Distribution Function


The KIPS Transactions:PartA, Vol. 9, No. 2, pp. 267-270, Jun. 2002
10.3745/KIPSTA.2002.9.2.267,   PDF Download:

Abstract

The evaluation of the cumulative distribution function of the noncentral x2 distribution is required in approximate determination of the power of the x2 test. This article provides an algorithm for evaluating the noncentral x2 distribution function in terms of a single "central" x2 distribution function and compared various approximations.ximations.


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Cite this article
[IEEE Style]
S. H. Gu, "An Effective Algorithm for the Noncentral Chi-Squared Distribution Function," The KIPS Transactions:PartA, vol. 9, no. 2, pp. 267-270, 2002. DOI: 10.3745/KIPSTA.2002.9.2.267.

[ACM Style]
Son Hee Gu. 2002. An Effective Algorithm for the Noncentral Chi-Squared Distribution Function. The KIPS Transactions:PartA, 9, 2, (2002), 267-270. DOI: 10.3745/KIPSTA.2002.9.2.267.