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Simple bounds for the generalised Marcum Q-function

R. B. Paris

Abstract


This paper proposes new bounds for the generalised Marcum Q-function Q_v(a; b) that involve the normalised incomplete gamma functions.

Numerical results are presented to illustrate the sharpness of the bounds and provide a comparison with existing bounds in the literature.

Keywords


Generalised Marcum Q-function, bounds, normalised incomplete gamma functions, non-central Chi^2-distribution

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