English

CDF of non-central $\chi^2$ distribution revisited. Incomplete hypergeometric type functions approach

Classical Analysis and ODEs 2020-11-04 v1 Probability

Abstract

The cumulative distribution function of the non-central chi-square distribution χν2(λ),νR+\chi_\nu'^2(\lambda),\, \nu\in\mathbb{R}^+ possesses an integral representation in terms of a generalized Marcum QQ-function. Regarding some already known results, here we derive a simpler form of the cumulative distribution function for ν=2nN\nu = 2n \in\mathbb{N} degrees of freedom. Also, we express these representations in terms of an incomplete Fox-Wright function pΨq(γ){}_p\Psi_q^{(\gamma)} and the generalized incomplete hypergeometric functions concerning the important special cases as 1Γ1,2Γ1{}_1\Gamma_1,\, {}_2\Gamma_1 and 2γ1{}_2\gamma_1. New identities are established between 1Γ1{}_1\Gamma_1 and 2Γ1{}_2\Gamma_1 as well.

Keywords

Cite

@article{arxiv.2011.01432,
  title  = {CDF of non-central $\chi^2$ distribution revisited. Incomplete hypergeometric type functions approach},
  author = {Dragana Jankov Maširević and Tibor K. Pogány},
  journal= {arXiv preprint arXiv:2011.01432},
  year   = {2020}
}