An Effective Algorithm for the Noncentral Chi-Squared Distribution Function

1 November 1989

journal article
statistical computing
Published by Taylor & Francis in The American Statistician

Vol. 43 (4) , 261-263
https://doi.org/10.1080/00031305.1989.10475671

Abstract

A simple recursive algorithm is provided for evaluating the noncentral chi-squared distribution function. This algorithm basically reduces the problem to that of evaluating a single central chi-squared distribution function. The algorithm is summarized in a step-by-step form, and a good algorithm for evaluating the central chi-squared distribution function is also given in a step-by-step form.

Keywords

CHI SQUARED DISTRIBUTION
NONCENTRAL CHI SQUARED
RECURSIVE ALGORITHM
SQUARED DISTRIBUTION FUNCTION

This publication has 1 reference indexed in Scilit:

Noncentral Chi-Square: Some Observations on Recurrence
The American Statistician, 1988