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An algorithm for computing the cumulative distribution function for magnitude squared coherence estimates

โœ Scribed by Lee, P.


Book ID
117905525
Publisher
IEEE
Year
1981
Weight
328 KB
Volume
29
Category
Article
ISSN
0096-3518

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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