Publication Type : Journal Article
Publisher : Taylor & Francis
Source : Journal of Statistical Computation and Simulation, 49(3-4):207–214. doi: 10.1080/00949659408811572, 1994
Url : https://research.vit.ac.in/publication/another-derivation-of-two-algorithms-for-the-noncentral
Campus : Amaravati
School : School of Computing
Year : 1994
Abstract : he cumulative distribution function (cdf) and probability density function (pdf) of a noncentral x2random variable with odd degrees of freedom are expressed in terms of the edt and pdf of a nonlincarly transformed standard normal distribution and its derivatives and with even degrees of freedom are expressed in terms of modified Bessel function and its derivatives. The unnormalised noncentral F distribution is expressed in terms of an unnormalised noncentral F distribution with I or 0 numerator degrees of freedom and its derivatives. Analogous results are derived for the noncentral beta, gamma and t distributions. {\textcopyright} 1994, Taylor {\&} Francis Group, LLC. All rights reserved.
Cite this Research Publication : Chattamvelli Rajan, "Another derivation of two algorithms for the noncentral x2 and f distributions," Journal of Statistical Computation and Simulation, 49(3-4):207–214. doi: 10.1080/00949659408811572, 1994