ON THE NONCENTRAL CHI-SQUARE DISTRIBUTION - A COMPUTER-AIDED APPROACH
被引:0
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作者:
Huang, Wei Kwang
论文数: 0引用数: 0
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机构:
Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R ChinaHong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
Huang, Wei Kwang
[1
]
机构:
[1] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
noncentral chi-square distribution;
distribution functions;
D O I:
暂无
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
The aim of this paper is to show that the value of the distribution function of a random variable with a noncentral chi-square distribution at any point can be written as a double integral which can be evaluated numerically with good estimate and error bound.