DocumentCode
942295
Title
On the calculation of the generalized 
-function via Parl\´s method (Corresp.)
Author
Cantrell, Pierce E.
Volume
32
Issue
6
fYear
1986
fDate
11/1/1986 12:00:00 AM
Firstpage
817
Lastpage
824
Abstract
Parl has previously given error bounds suitable for calculating Marcum\´s -function. However, it is shown that additional terms in the error bound are necessary for accurate calculations of the generalized -function 
. The values of 
, and 
that result in successful algorithm completion are examined. Numerical results are presented for calculations of the noncentral chi-square distribution and the probability of detection for a classical multiobservation detection problem.
-function. However, it is shown that additional terms in the error bound are necessary for accurate calculations of the generalized -function . The values of , and that result in successful algorithm completion are examined. Numerical results are presented for calculations of the noncentral chi-square distribution and the probability of detection for a classical multiobservation detection problem.Keywords
Signal detection; Calculus; Differential equations; Filtering theory; Mathematics; Nonlinear equations; Partial differential equations; Probability; Random processes; Statistics; Stochastic processes;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1986.1057247
Filename
1057247
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