|
|||||
|
|
New representations of the noncentral chi-square density and cumulative |
|
| Authors: | Youn-Min Chou Kathleen H Arthur Rebecca B Rosenstein DB Owen |
| Institution: | 1. Division of Mathematics, Comouter Science and Systems Design , University of Texas at San Antonio , San Antonio, 78285, Texas;2. Department of Statistics , Southern Methodist University , Dallas, 75275, Texas |
| Abstract: | Representations of noncentral chi-square cumulative distribution function and probability density function are reviewed and new repre¬sentations are given. One representation of the cdf in terms of an integral is easily computed on any machine which has an accurate algorithm for computing the normal cdf. |
| Keywords: | Normal integrals chi-square distribution^ moment generating function |