Academic literature on the topic 'Non central chi-square distribution function'

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Journal articles on the topic "Non central chi-square distribution function"

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Samir Kamel, Ashour, and Ali I. Abdel-Samad. "On the Computation of Non-Central Chi-Square Distribution Function." Communications in Statistics - Simulation and Computation 19, no. 4 (1990): 1279–91. http://dx.doi.org/10.1080/03610919008812916.

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Singh, Yashwant, and Nanda Kulkarni. "ON PROBABILTY DISTRIBUTION IN ASSOCIATION WITH A CERTAIN GENERALIZED HYPERGEOMETRIC FUNCTION." INTERNATIONAL JOURNAL OF COMPUTERS & TECHNOLOGY 14, no. 3 (2015): 5569–77. http://dx.doi.org/10.24297/ijct.v14i3.1997.

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In the present paper, a probability function has been introduced in terms of the -function and its properties are studied. It is shown that the classical non-central distributions such as, non-central chi-square, non-central Student- , non-central and almost all classical central continuous distributions can be obtained as special cases of this general density function. This general density function is introduced with the hope that any density function, which can be represented in terms of any known special function as well as the density of the ratio of any two independent stochastic variable
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Baricz, Árpád, Dragana Jankov Maširević, and Tibor K. Pogány. "Approximation of CDF of Non-Central Chi-Square Distribution by Mean-Value Theorems for Integrals." Mathematics 9, no. 2 (2021): 129. http://dx.doi.org/10.3390/math9020129.

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The cumulative distribution function of the non-central chi-square distribution χn′2(λ) of n degrees of freedom possesses an integral representation. Here we rewrite this integral in terms of a lower incomplete gamma function applying two of the second mean-value theorems for definite integrals, which are of Bonnet type and Okamura’s variant of the du Bois–Reymond theorem. Related results are exposed concerning the small argument cases in cumulative distribution function (CDF) and their asymptotic behavior near the origin.
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Baricz, Árpád, Dragana Jankov Maširević, and Tibor K. Pogány. "Approximation of CDF of Non-Central Chi-Square Distribution by Mean-Value Theorems for Integrals." Mathematics 9, no. 2 (2021): 129. http://dx.doi.org/10.3390/math9020129.

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The cumulative distribution function of the non-central chi-square distribution χn′2(λ) of n degrees of freedom possesses an integral representation. Here we rewrite this integral in terms of a lower incomplete gamma function applying two of the second mean-value theorems for definite integrals, which are of Bonnet type and Okamura’s variant of the du Bois–Reymond theorem. Related results are exposed concerning the small argument cases in cumulative distribution function (CDF) and their asymptotic behavior near the origin.
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MALHAM, SIMON J. A., and ANKE WIESE. "CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL." International Journal of Theoretical and Applied Finance 16, no. 03 (2013): 1350014. http://dx.doi.org/10.1142/s0219024913500143.

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The transition probability of a Cox–Ingersoll–Ross process can be represented by a non-central chi-square density. First, we establish a new representation for the central chi-square density based on sums of powers of generalized Gaussian random variables. Second, we show that Marsaglia's polar method extends to this distribution, providing a simple, exact, robust and efficient acceptance–rejection method for generalized Gaussian sampling and thus central chi-square sampling. Third, we derive a simple, high-accuracy, robust and efficient direct inversion method for generalized Gaussian samplin
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Baricz, Árpád. "Turán type inequalities for some probability density functions." Studia Scientiarum Mathematicarum Hungarica 47, no. 2 (2010): 175–89. http://dx.doi.org/10.1556/sscmath.2009.1123.

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In this paper we present some Turán type inequalities for the probability density function (pdf) of the non-central chi-squared distribution, non-central chi distribution and Student distribution, respectively. Moreover, we improve a result of Laforgia and Natalini concerning a Turán type inequality for the modified Bessel functions of the second kind.
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András, Szilárd, and Árpád Baricz. "Properties of the probability density function of the non-central chi-squared distribution." Journal of Mathematical Analysis and Applications 346, no. 2 (2008): 395–402. http://dx.doi.org/10.1016/j.jmaa.2008.05.074.

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Olsson, Ulf Henning, Tron Foss, and Einar Breivik. "Two Equivalent Discrepancy Functions for Maximum Likelihood Estimation: Do Their Test Statistics Follow a Non-Central Chi-Square Distribution under Model Misspecification?" Sociological Methods & Research 32, no. 4 (2004): 453–500. http://dx.doi.org/10.1177/0049124103258131.

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Feng, Shaojun, Washington Ochieng, Jaron Samson, et al. "Integrity Monitoring for Carrier Phase Ambiguities." Journal of Navigation 65, no. 1 (2011): 41–58. http://dx.doi.org/10.1017/s037346331100052x.

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The determination of the correct integer number of carrier cycles (integer ambiguity) is the key to high accuracy positioning with carrier phase measurements from Global Navigation Satellite Systems (GNSS). There are a number of current methods for resolving ambiguities including the Least-squares AMBiguity Decorrelation Adjustment (LAMBDA) method, which is a combination of least-squares and a transformation to reduce the search space. The current techniques to determine the level of confidence (integrity) of the resolved ambiguities (i.e. ambiguity validation), usually involve the constructio
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Sharabi, Shirley, David Last, Dianne Daniels, et al. "Non-Invasive Low Pulsed Electrical Fields for Inducing BBB Disruption in Mice—Feasibility Demonstration." Pharmaceutics 13, no. 2 (2021): 169. http://dx.doi.org/10.3390/pharmaceutics13020169.

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The blood–brain barrier (BBB) is a major hurdle for the treatment of central nervous system disorders, limiting passage of both small and large therapeutic agents from the blood stream into the brain. Thus, means for inducing BBB disruption (BBBd) are urgently needed. Here, we studied the application of low pulsed electrical fields (PEFs) for inducing BBBd in mice. Mice were treated by low PEFs using electrodes pressed against both sides of the skull (100–400 square 50 µs pulses at 4 Hz with different voltages). BBBd as a function of treatment parameters was evaluated using MRI-based treatment
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Dissertations / Theses on the topic "Non central chi-square distribution function"

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Derflinger, Gerhard, Wolfgang Hörmann, Josef Leydold, and Halis Sak. "Efficient Numerical Inversion for Financial Simulations." Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 2009. http://epub.wu.ac.at/830/1/document.pdf.

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Generating samples from generalized hyperbolic distributions and non-central chi-square distributions by inversion has become an important task for the simulation of recent models in finance in the framework of (quasi-) Monte Carlo. However, their distribution functions are quite expensive to evaluate and thus numerical methods like root finding algorithms are extremely slow. In this paper we demonstrate how our new method based on Newton interpolation and Gauss-Lobatto quadrature can be utilized for financial applications. Its fast marginal generation times make it competitive, even for situa
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Munasinghe, Wijith Prasantha. "Cluster-based lack of fit tests for nonlinear regression models." Diss., Manhattan, Kan. : Kansas State University, 2010. http://hdl.handle.net/2097/2366.

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Prates, Carla Alexandra Botas. "Pricing and hedging volatility options." Master's thesis, 2011. http://hdl.handle.net/10071/4319.

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Several alternative models for pricing and hedging volatility options have been developed. However, empirical results show that the Whaley (1993) model produces the best results for in-the-money VIX options whereas for out-of-the-money VIX options it is the Grünbichler and Longsta (1996)(GL) mean-reverting model that produces the smallest dollar errors. Since the trading of the out-of-the-money options are very popular in the market, the purpose of this study is to implement the GL model for both pricing and hedging volatility options. Given the fact that the GL model depends on the no
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Book chapters on the topic "Non central chi-square distribution function"

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Potts, Charlotte R. "The decoration of early shrines and temples." In Religious Architecture in Latium and Etruria, c. 900-500 BC. Oxford University Press, 2015. http://dx.doi.org/10.1093/oso/9780198722076.003.0011.

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An integral part of the transition from ‘huts’ to ‘houses’ in the seventh and early sixth century BC was the adoption of a new roofing system using wooden beams and terracotta tiles instead of traditional thatch. The two elements of the new system formed an integrated unit, with special tiles designed and positioned to protect the perishable wooden beams from rain, wind, and fire; many also carried painted and moulded decorations that have encouraged study of their iconography as well as function. The disappearance of wooden trusses and supporting mud-brick walls from the archaeological record means that thousands of these durable tiles and architectural terracottas now comprise the primary evidence for the size, form, and decoration of many early Etruscan and Latial superstructures. Excavations in the last seventy years have yielded new information about the distribution of the decorative elements of these roofs in Etruria and Latium, and in particular about the different types of buildings on which they appeared. It is clear that architectural terracottas were initially placed on a wide variety of buildings, unlike their Greek counterparts, but gradually became the preserve of religious architecture. This chapter will examine the nature and location of these roofs, their imagery, and explanations for their increasingly limited use. As such it will offer a detailed analysis of the process by which terracottas became a means of differentiating religious buildings from vernacular architecture during the sixth century BC. Tile production appears to have begun in central Italy by the middle of the seventh century BC and can be associated with significant changes in society and economy. With an approximate weight of 60 kilograms per square metre for tiles and up to 85 kilograms per square metre for the supporting roof beams, the downward and outward pressure of tiled roofs had to be countered with strong, preferably stonebased, walls following rectangular or square plans, the careful selection of timbers to span greater distances, and specialized craftsmen to make, fit, and repair the roofs. All of these factors imply more sedentary communities than hut architecture, growing technical infrastructure, and an ability and readiness to invest in the greater capital expense of a tiled roof.
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Conference papers on the topic "Non central chi-square distribution function"

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Lee, Ikjin, David Yoo, and Yoojeong Noh. "A Novel Second-Order Reliability Method (SORM) Using Non-Central or Generalized Chi-Squared Distributions." In ASME 2012 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/detc2012-70276.

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This paper proposes a novel second-order reliability method (SORM) using non-central or general chi-squared distribution to improve the accuracy of reliability analysis in existing SORM. Conventional SORM contains three types of errors: (1) error due to approximating a general nonlinear limit state function by a quadratic function at most probable point (MPP) in the standard normal U-space, (2) error due to approximating the quadratic function in U-space by a hyperbolic surface, and (3) error due to calculation of the probability of failure after making the previous two approximations. The pro
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Hemachandra, Kasun T., and Norman C. Beaulieu. "Novel representations for the multivariate non-central chi-square distribution with constant correlation and applications." In 2011 IEEE Wireless Communications and Networking Conference (WCNC). IEEE, 2011. http://dx.doi.org/10.1109/wcnc.2011.5779393.

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Moser, Stefan M. "Some expectations of a non-central chi-square distribution with an even number of degrees of freedom." In TENCON 2007 - 2007 IEEE Region 10 Conference. IEEE, 2007. http://dx.doi.org/10.1109/tencon.2007.4429039.

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