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

Abstract

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.