Publications

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.