Approximating the Mode of the Non-Central Chi-Squared Distribution

被引：0

作者：

Ananiev, V ^{[1
]}

Read, A. L. ^{[1
]}

机构：

[1] Univ Oslo, Dept Phys, Oslo, Norway

来源：

INTERNATIONAL JOURNAL OF ANALYSIS AND APPLICATIONS | 2022年 / 20卷

基金：

欧盟地平线“2020”;

关键词：

non-central chi-squared; mode; linear approximation; Boost C++; performance;

D O I：

10.28924/2291-8639-20-2022-19

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper we consider the probability density function (pdf) of the non-central 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 chi(2) and extend the domain of its applicability.

引用

页数：7

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