On the Computation of Non-Central Chi-Square Distribution Function
作者:
Ashour Samir Kamel,
Ali I. Abdel-Samad,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1990)
卷期:
Volume 19,
issue 4
页码: 1279-1291
ISSN:0361-0918
年代: 1990
DOI:10.1080/03610919008812916
出版商: Marcel Dekker, Inc.
关键词: noncentral chi-square;series representation of noncentral chi-square distribution function
数据来源: Taylor
摘要:
The cumulative distribution function of the non-central chi-square is very important in calculating the power function of some statistical tests. On the other hand it involves an integral which is difficult to obtain. In literature some workers discussed the evaluation and the approximation of the c.d.f. of the non-central chi-square [see references (2)]. In the present work two computational formulae for computing the cumulative distribution function of the non-central chi-square distribution are given, the first one deals with the case of any degrees of freedom (odd and even), and the second deals with the case of odd degrees of freedom. Numerical illustrations are discussed.
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