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An important probability distribution for modelling non-Gaussian phenomenon is the K-distribution. Because of its widespread use in radar and underwater acoustics, a method for calculating the distribution is required which is both easy and efficient. The paper presents a method for calculating the K-distribution, in particular the K-Bessel function, using saddlepoint integration. The paper provides a detailed truncation-error analysis of the technique, and an implementation in MATLAB.
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Gordon et al. (1995) studied this question.
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