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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