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 possesses an integral representation in terms of a generalized Marcum -function. Regarding some already known results, here we derive a simpler form of the cumulative distribution function for degrees of freedom. Also, we express these representations in terms of an incomplete Fox-Wright function and the generalized incomplete hypergeometric functions concerning the important special cases as and . New identities are established between and 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}
}