DOAJ Open Access 2022

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

V. Ananiev A. L. Read

Abstrak

In this paper we consider the probability density function (pdf) of the non-central χ2 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 and extend the domain of its applicability.

Topik & Kata Kunci

Probabilities. Mathematical statistics Analysis

Penulis (2)

V. Ananiev

A. L. Read

Format Sitasi

APA MLA BibTeX

Ananiev, V., Read, A.L. (2022). Approximating the Mode of the Non-Central Chi-Squared Distribution. https://doi.org/10.28924/2291-8639-20-2022-19

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Informasi Jurnal

Tahun Terbit: 2022
Sumber Database: DOAJ
DOI: 10.28924/2291-8639-20-2022-19
Akses: Open Access ✓