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arXiv · 2106.12276

Approximating the mode of the non-central chi-squared distribution

Victor Ananyev·Alexander Lincoln Read
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Abstract

In this paper we consider the probability density function (PDF) of the non-central $\chi^2$ 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 $\chi^2$ and extend the domain of its applicability.

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Victor Ananyev, Alexander Lincoln Read. 2021-06-23. Approximating the mode of the non-central chi-squared distribution. https://arxiv.org/abs/2106.12276

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