ON THE NONCENTRAL CHI-SQUARE DISTRIBUTION - A COMPUTER-AIDED APPROACH

被引:0
|
作者
Huang, Wei Kwang [1 ]
机构
[1] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
关键词
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.
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页码:17 / 32
页数:16
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