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• W2466877598 abstract "A (p-1)-variate integral representation is given for the cumulative distribution function of the general p-variate non-central gamma distribution with a non-centrality matrix of any admissible rank. The real part of products of well known analytical functions is integrated over arguments from (-pi,pi). To facilitate the computation, these formulas are given more detailed for p=2 and p=3. These (p-1)-variate integrals are also derived for the diagonal of a non-central complex Wishart Matrix. Furthermore, some alternative formulas are given for the cases with an associated one-factorial (pxp)-correlation matrix R, i.e. R differs from a suitable diagonal matrix only by a matrix of rank 1, which holds in particular for all (3x3)-R with no vanishing correlation." @default.
• W2466877598 created "2016-07-22" @default.
• W2466877598 creator A5057018074 @default.
• W2466877598 date "2016-04-23" @default.
• W2466877598 modified "2023-09-27" @default.
• W2466877598 title "Non-Central Multivariate Chi-Square and Gamma Distributions" @default.
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• W2466877598 hasPublicationYear "2016" @default.
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