Parl has previously given error bounds suitable for calculating Marcum'sQ-function. However, it is shown that additional terms in the error bound are necessary for accurate calculations of the generalizedQ-functionQₘ(α, β). The values ofm, α, and result in successful algorithm completion are examined. Numerical results are presented for calculations of the noncentral chi-square distribution and the probability of detection for a classical multiobservation detection problem.
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P.E. Cantrell (1986) studied this question.
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