Approximating the Mode of the Non-Central Chi-Squared Distribution
In this paper we consider the probability density function (pdf) of the non-central χ2 distribution with arbitrary number of degrees of freedom and non-centrality. For this function we find the approximate location of the maximum and discuss related edge cases of 1 and 2 degrees of freedom. We also...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Etamaths Publishing
2022-03-01
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| Series: | International Journal of Analysis and Applications |
| Online Access: | http://etamaths.com/index.php/ijaa/article/view/2543 |
| _version_ | 1818215509953347584 |
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| author | V. Ananiev A. L. Read |
| author_facet | V. Ananiev A. L. Read |
| author_sort | V. Ananiev |
| collection | DOAJ |
| description | In this paper we consider the probability density function (pdf) of the non-central χ2 distribution with arbitrary number of degrees of freedom and non-centrality. For this function we find the approximate location of the maximum and discuss related edge cases of 1 and 2 degrees of freedom. We also use this expression to demonstrate the improved performance of the C++ Boost’s implementation of the non-central χ2 and extend the domain of its applicability. |
| first_indexed | 2024-12-12T06:37:13Z |
| format | Article |
| id | doaj.art-00d3b49a9c2742b7b84a665760ae3e36 |
| institution | Directory Open Access Journal |
| issn | 2291-8639 |
| language | English |
| last_indexed | 2024-12-12T06:37:13Z |
| publishDate | 2022-03-01 |
| publisher | Etamaths Publishing |
| record_format | Article |
| series | International Journal of Analysis and Applications |
| spelling | doaj.art-00d3b49a9c2742b7b84a665760ae3e362022-12-22T00:34:26ZengEtamaths PublishingInternational Journal of Analysis and Applications2291-86392022-03-0120191910.28924/2291-8639-20-2022-191928Approximating the Mode of the Non-Central Chi-Squared DistributionV. AnanievA. L. ReadIn this paper we consider the probability density function (pdf) of the non-central χ2 distribution with arbitrary number of degrees of freedom and non-centrality. For this function we find the approximate location of the maximum and discuss related edge cases of 1 and 2 degrees of freedom. We also use this expression to demonstrate the improved performance of the C++ Boost’s implementation of the non-central χ2 and extend the domain of its applicability.http://etamaths.com/index.php/ijaa/article/view/2543 |
| spellingShingle | V. Ananiev A. L. Read Approximating the Mode of the Non-Central Chi-Squared Distribution International Journal of Analysis and Applications |
| title | Approximating the Mode of the Non-Central Chi-Squared Distribution |
| title_full | Approximating the Mode of the Non-Central Chi-Squared Distribution |
| title_fullStr | Approximating the Mode of the Non-Central Chi-Squared Distribution |
| title_full_unstemmed | Approximating the Mode of the Non-Central Chi-Squared Distribution |
| title_short | Approximating the Mode of the Non-Central Chi-Squared Distribution |
| title_sort | approximating the mode of the non central chi squared distribution |
| url | http://etamaths.com/index.php/ijaa/article/view/2543 |
| work_keys_str_mv | AT vananiev approximatingthemodeofthenoncentralchisquareddistribution AT alread approximatingthemodeofthenoncentralchisquareddistribution |