Approximating the Mode of the Non-Central Chi-Squared Distribution
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Published:2022-03-30
Issue:
Volume:20
Page:19
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ISSN:2291-8639
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Container-title:International Journal of Analysis and Applications
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language:
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Short-container-title:Int. J. Anal. Appl.
Author:
Ananiev V.,Read A. L.
Abstract
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.
Publisher
SCIK Publishing Corporation