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Algorithm for calculating the noncentral chi-square distribution

โœ Scribed by Ross, A.H.M.


Book ID
114541263
Publisher
IEEE
Year
1999
Tongue
English
Weight
226 KB
Volume
45
Category
Article
ISSN
0018-9448

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An efficient algorithm for computing qua
โœ Cherng G. Ding ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 81 KB

An e cient algorithm is provided for computing quantiles of the noncentral chi-squared distribution. Newton's method, which requires the evaluations of both of the noncentral chi-squared distribution function and the density, is used. A close relationship between their recursive computing formulas i