On the moments of noncentral chi-squared distribution

Moments of noncentral chi-square distribution find applications in various fields. Recurrence relations are useful to compute higher-order moments from lower-order ones. This paper proposes an alternate method to compute ordinary moments using the results reported by Cameron (Commu. Stat., 1975) and Ashour & Abdel-Samad (Commu. Stat., 1990), which is useful to get reasonable moment and CDF approximations when the noncentrality parameter is very small. A generalized Laguerre polynomial representation for moments is also obtained.

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Publication Details

Journal
Communications in Statistics - Simulation and Computation
Published
2026-07-27
DOI
https://doi.org/10.1080/03610918.2026.2704715
Primary Topic
Random Matrices and Applications
Type
article
Field-Weighted Citation Impact
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article

On the moments of noncentral chi-squared distribution

Rajan Chattamvelli
Communications in Statistics - Simulation and Computation
Random Matrices and Applications
article

On the moments of noncentral chi-squared distribution

Rajan Chattamvelli
article en

Abstract

Moments of noncentral chi-square distribution find applications in various fields. Recurrence relations are useful to compute higher-order moments from lower-order ones. This paper proposes an alternate method to compute ordinary moments using the results reported by Cameron (Commu. Stat., 1975) and Ashour & Abdel-Samad (Commu. Stat., 1990), which is useful to get reasonable moment and CDF approximations when the noncentrality parameter is very small. A generalized Laguerre polynomial representation for moments is also obtained.

Communications in Statistics - Simulation and Computation
Data Management (Italy) (IT)
Openalex Percentile: Top 7%
Random Matrices and Applications
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