Computation of the noncentral gamma distribution

SIAM Journal on Scientific Computing

Volumn 17, Issue 5, 1996, Pages 1224-1231

  Knusel L ^a   Bablok, B ^a  

^a UNIVERSITY OF MUNICH   (Germany)

Author keywords

Noncentral distributions; Noncentrality parameter

Indexed keywords

EID: 0042493652     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1064827594263631     Document Type: Article

References (8)

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4. N. L. JOHNSON, S. KOTZ, AND N. BALAKRISHNAN, Continuous Univariate Distributions, Vol. 2, Second Ed., John Wiley, New York, 1995.
5. L. KNÜSEL, Computation of the chisquare and Poisson distribution, SIAM J. Sci. Statist. Comput., 7 (1986), pp. 1022-1036.
6. R. V. LENTH, Algorithm AS 226: Computing noncentral beta probabilities, Appl. Statist., 36 (1987), pp. 241-244.
7. P. B. PATNAIK, The noncentral chi-square and F-distributions and their applications, Biometrika, 36 (1949), pp. 202-232.
8. S. WANG AND H. L. GRAY, Approximating tail probabilities of noncentral distributions, Comput. Statist. Data Anal., 15 (1993), pp. 343-352.