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Ananiev, V.; Read, A. L.
International journal of analysis and applications, 03/2022, Letnik: 20Journal Article
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.
