Marcum Q-function
Encyclopedia
In statistics
, the Marcum-Q-function
is defined as
is also defined as
with modified Bessel function
of order M − 1. The Marcum Q-function is used for example as a cumulative distribution function
for noncentral chi-squared and Rice distribution
s.
Statistics
Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....
, the Marcum-Q-function
is defined as is also defined aswith modified Bessel function
of order M − 1. The Marcum Q-function is used for example as a cumulative distribution functionCumulative distribution function
In probability theory and statistics, the cumulative distribution function , or just distribution function, describes the probability that a real-valued random variable X with a given probability distribution will be found at a value less than or equal to x. Intuitively, it is the "area so far"...
for noncentral chi-squared and Rice distribution
Rice distribution
In probability theory, the Rice distribution or Rician distribution is the probability distribution of the absolute value of a circular bivariate normal random variable with potentially non-zero mean. It was named after Stephen O...
s.