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Computation of the noncentral gamma distribution. (English) Zbl 0856.65153

Noncentral distributions play a very important role in statistics. This paper describes the way how to calculate lower and upper tail probabilities (lower and upper quantiles) of the noncentral gamma distribution and the computation of the noncentrality parameters given the upper or lower probability. The algorithms are described in detail, however, there is no code in any programming language or the reference to it. Comparison with other algorithms is missing as well.
Reviewer: J.Antoch (Praha)

MSC:

65C99 Probabilistic methods, stochastic differential equations
62E17 Approximations to statistical distributions (nonasymptotic)
60E05 Probability distributions: general theory

Software:

AS 226; AS 231
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