Approximating the Mode of the Non-Central Chi-Squared Distribution

Ananiev, V.; Read, A. L.

doi:10.28924/2291-8639-20-2022-19

Research Article

Approximating the Mode of the Non-Central Chi-Squared Distribution

V. Ananiev*
A. L. Read

* Corresponding author

Abstract

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.

How to Cite

V. Ananiev, A. L. Read, Approximating the Mode of the Non-Central Chi-Squared Distribution, Int. J. Anal. Appl. 20 (2022), 19. https://doi.org/10.28924/2291-8639-20-2022-19

BibTeX

@article{Ananiev2022,
  author  = {Ananiev, V. and Read, A. L.},
  title   = {Approximating the Mode of the Non-Central Chi-Squared Distribution},
  journal = {Int. J. Anal. Appl.},
  volume  = {20},
  year    = {2022},
  pages   = {19},
  doi     = {10.28924/2291-8639-20-2022-19}
}

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