DocumentCode :
942295
Title :
On the calculation of the generalized 
-function via Parl\´s method (Corresp.)
-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
Link To Document :
