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 -