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Dias, J. C. & Nunes, J. P. V. (2018). Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral x2 random variable. European Journal of Operational Research . 265 (2), 559-570
J. C. Dias and J. P. Nunes, "Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral x2 random variable", in European Journal of Operational Research , vol. 265, no. 2, pp. 559-570, 2018
@article{dias2018_1734959016192, author = "Dias, J. C. and Nunes, J. P. V.", title = "Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral x2 random variable", journal = "European Journal of Operational Research ", year = "2018", volume = "265", number = "2", doi = "10.1016/j.ejor.2017.08.002", pages = "559-570", url = "http://www.sciencedirect.com/science/article/pii/S0377221717307142?via%3Dihub" }
TY - JOUR TI - Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral x2 random variable T2 - European Journal of Operational Research VL - 265 IS - 2 AU - Dias, J. C. AU - Nunes, J. P. V. PY - 2018 SP - 559-570 SN - 0377-2217 DO - 10.1016/j.ejor.2017.08.002 UR - http://www.sciencedirect.com/science/article/pii/S0377221717307142?via%3Dihub AB - This article proposes a novel recurrence algorithm for computing Nuttall, generalized Marcum, and incomplete Toronto functions as well as truncated and raw moments (of any real order) for a noncentral x2 random variable. The numerical results highlight that the proposed recurrence method offers an excellent speed-accuracy trade-off for a wide variety of meaningful and relevant applications ranging from the operations management and industrial engineering fields to problems encountered in the financial engineering industry. ER -