English

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 χ2\chi^2 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\chi^2 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

R2 v1 2026-06-24T03:30:07.529Z