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On the calculation of the generalized Q -function via Parl's method (Corresp.)

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1 Author(s)

Parl has previously given error bounds suitable for calculating Marcum's Q -function. However, it is shown that additional terms in the error bound are necessary for accurate calculations of the generalized Q -function Q_{m}(\alpha , \beta ) . The values of m, \alpha , and \beta that 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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Information Theory, IEEE Transactions on  (Volume:32 ,  Issue: 6 )