Approximating the mode of the non-central chi-squared distribution
Classical Analysis and ODEs
2021-08-17 v2
Abstract
In this paper we consider the probability density function (PDF) of the non-central 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 and extend the domain of its applicability.
Cite
@article{arxiv.2106.12276,
title = {Approximating the mode of the non-central chi-squared distribution},
author = {Victor Ananyev and Alexander Lincoln Read},
journal= {arXiv preprint arXiv:2106.12276},
year = {2021}
}
Comments
4 pages, 5 figures