An Effective Algorithm for the Noncentral Chi-Squared Distribution Function

Authors
Posten, Harry O. Hallahan, Charles
Citation
O. Posten, Harry et Hallahan, Charles, An Effective Algorithm for the Noncentral Chi-Squared Distribution Function, American statistician , 43(4), 1989, pp. 261-263
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
43
Issue
4
Year of publication
1989
Pages
261 - 263
Database
ACNP
SICI code
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.