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.
Authors
- Rajan Chattamvelli (ORCID: https://orcid.org/0000-0003-2533-830X)
Institutions
- Data Management (Italy) (IT)
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
- 0.00