Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral χ2 random variable
Year of publication: |
1 March 2018
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Authors: | Dias, José Carlos ; Nunes, Joaõ Pedro Vidal |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 265.2018, 2 (1.3.), p. 559-570
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Subject: | Applied probability | Nuttall functions | Generalized Marcum functions | Noncentral χ2 truncated and raw moments | Incomplete Toronto function | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
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