Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6895300 | European Journal of Operational Research | 2018 | 34 Pages |
Abstract
This article proposes a novel recurrence algorithm for computing Nuttall, generalized Marcum, and incomplete Toronto functions as well as truncated and raw moments (of any real order) for a noncentral Ï2 random variable. The numerical results highlight that the proposed recurrence method offers an excellent speed-accuracy trade-off for a wide variety of meaningful and relevant applications ranging from the operations management and industrial engineering fields to problems encountered in the financial engineering industry.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
José Carlos Dias, João Pedro Vidal Nunes,