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Abstract: The generalized Marcum functions appear in problems of technical and scientific areas such as, for example, radar detection and communications. In mathematical statistics and probability theory these functions are called the noncentral gamma or the noncentral chi-squared cumulative distribution functions. In this paper, we describe a new asymptotic method for inverting the generalized Marcum Q-function and for the complementary Marcum P-function. Also, we show how monotonicity and convexity properties of these functions can be used to find initial values for reliable Newton or secant methods to invert the function. We present details of numerical computations that show the reliability of the asymptotic approximations.
Autoría: Gil A., Segura J., Temme N.,
Fuente: Studies in Applied Mathematics Volume 133, Issue 2, pages 257–278, August 2014
Editorial: Blackwell Publishing Ltd
Año de publicación: 2014
Tipo de publicación: Artículo de Revista
DOI: 10.1111/sapm.12050
ISSN: 0022-2526,1467-9590
Proyecto español: MTM2012-34787
Url de la publicación: http://dx7nk9sl6m.search.serialssolutions.com/?sid=opac&issn=0022-2526&title=1467-9590
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AMPARO GIL GOMEZ
JOSE JAVIER SEGURA SALA
NICOLAAS MARIA TEMME
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