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dc.contributor.authorGil Gómez, Amparo es_ES
dc.contributor.authorSegura Sala, José Javier es_ES
dc.contributor.authorTemme, Nicolaas Maria es_ES
dc.contributor.otherUniversidad de Cantabriaes_ES
dc.date.accessioned2016-02-16T08:43:47Z
dc.date.available2016-02-16T08:43:47Z
dc.date.issued2014es_ES
dc.identifier.issn0022-2526es_ES
dc.identifier.issn1467-9590es_ES
dc.identifier.otherMTM2012-34787es_ES
dc.identifier.urihttp://hdl.handle.net/10902/8061
dc.description.abstractThe generalized Marcum functions appear in problems of technical and scientific areas such as, for example, radar detection and communications. In mathematical statistics and probability theory these functions are called the noncentral gamma or the noncentral chi-squared cumulative distribution functions. In this paper, we describe a new asymptotic method for inverting the generalized Marcum Q-function and for the complementary Marcum P-function. Also, we show how monotonicity and convexity properties of these functions can be used to find initial values for reliable Newton or secant methods to invert the function. We present details of numerical computations that show the reliability of the asymptotic approximations.es_ES
dc.language.isoenges_ES
dc.publisherBlackwell Publishing Ltdes_ES
dc.rightsThis is the peer reviewed version of the following article:The Asymptotic and Numerical Inversion of the Marcum Q-Function. Studies in Applied Mathematics, Volume 133, Issue 2, pages 257–278, August 2014, which has been published in final form at https://doi.org/10.1111/sapm.12050. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving.es_ES
dc.sourceStudies in Applied Mathematics Volume 133, Issue 2, pages 257–278, August 2014es_ES
dc.titleThe Asymptotic and Numerical Inversion of the Marcum Q-Functiones_ES
dc.typeinfo:eu-repo/semantics/articlees_ES
dc.relation.publisherVersionhttp://dx7nk9sl6m.search.serialssolutions.com/?sid=opac&issn=0022-2526&title=1467-9590es_ES
dc.rights.accessRightsopenAccesses_ES
dc.identifier.DOI10.1111/sapm.12050es_ES
dc.type.versionacceptedVersiones_ES


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