Function File: q = marcumq (a, b) ¶

Function File: q = marcumq (a, b, m) ¶

Function File: q = marcumq (a, b, m, tol) ¶

Compute the generalized Marcum Q function of order m with noncentrality parameter a and argument b. If the order m is omitted it defaults to 1. An optional relative tolerance tol may be included, the default is eps.

If the input arguments are commensurate vectors, this function will produce a table of values.

This function computes Marcum’s Q function using the infinite Bessel series, truncated when the relative error is less than the specified tolerance. The accuracy is limited by that of the Bessel functions, so reducing the tolerance is probably not useful.

Reference: Marcum, "Tables of Q Functions", Rand Corporation.

Reference: R.T. Short, "Computation of Noncentral Chi-squared and Rice Random Variables", www.phaselockedsystems.com/publications

Package: signal