Simple bounds for the generalised Marcum Q-function

Richard B. Paris

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Abstract

This paper proposes new bounds for the generalised Marcum Q-function Q_v(a; b) that involve the normalised incomplete gamma functions.

Numerical results are presented to illustrate the sharpness of the bounds and provide a comparison with existing bounds in the literature.
Original languageEnglish
Pages (from-to)1-9
Number of pages9
JournalInternational Journal of Applied Mathematics and Statistics
Volume39
Issue number9
Publication statusPublished - 2013

Keywords

  • Generalised Marcum Q-function
  • Bounds
  • Normalised incomplete gamma functions
  • Non-central Chi^2-distribution

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