On the calculation of the generalized>tex/tex<-function via Parl's method (Corresp.) Academic Article uri icon

abstract

  • Parl has previously given error bounds suitable for calculating Marcum's Q-function. However, it is shown that additional terms in the error bound are necessary for accurate calculations of the generalized Q-function Qm(, ). The values of m, , 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. Copyright 1986 by The Institute of Electrical and Electronics Engineers, Inc.

published proceedings

  • IEEE Transactions on Information Theory

author list (cited authors)

  • Cantrell, P.

publication date

  • January 1, 1986 11:11 AM