The KIPS Transactions:PartA (정보처리학회논문지A)

Korea Information Processing Society (한국정보처리학회)
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An Effective Algorithm for the Noncentral Chi-Squared Distribution Function

비중심카이제곱분포 함수에 대한 효율적인 알고리즘

  • Published : 2002.06.01
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Abstract

The evaluation of the cumulative distribution function of the noncentral $\chi^2$ distribution is required in approximate determination of the power of the $\chi^2$ test. This article provides an algorithm for evaluating the noncentral $\chi^2$ distribution function in terms of a single "central" $\chi^2$ distribution function and compared various approximations.ximations.

비중심 $\chi^2$분포의 누적분포 함수의 계산은 $\chi^2$검정에서 검정력 계산에 요구된다. 본 논문서는 중심 $\chi^2$분포 함수를 통하여 비중심 $\chi^2$분포 함수의 계산을 구하는 알고리즘을 제시하고 있으며 기존의 접근 방법에 의한 계산 결과와 비교하였다.

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References

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