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Marcum Q-function : ウィキペディア英語版
Marcum Q-function
In statistics, the Marcum-Q-function Q_M is defined as
:Q_M (a,b) = \int_^ x \left( \frac\right)^ \exp \left( -\frac \right) I_ \left( a x \right) dx
Q_M is also defined as
:Q_M (a,b) = \exp \left( -\frac \right) \sum_^ \left( \frac\right)^ I_ \left( a b \right)
with modified Bessel function I_ of order ''M'' − 1. The Marcum Q-function is used for example as a cumulative distribution function for noncentral chi-squared and Rice distributions.
The Marcum Q-function is monotonic and log-concave.〔Yin Sun, Árpád Baricz, and Shidong Zhou (2010) ''On the Monotonicity, Log-Concavity, and Tight Bounds of the Generalized Marcum and Nuttall Q-Functions.'' ''IEEE Transactions on Information Theory'', 56(3), 1166-1186, 〕
== References ==

* Marcum, J. I. (1950) "Table of Q Functions". ''U.S. Air Force RAND Research Memorandum M-339''. Santa Monica, CA: Rand Corporation, Jan. 1, 1950.
* Nuttall, Albert H. (1975): ''(Some Integrals Involving the QM Function )'', ''IEEE Transactions on Information Theory'', 21(1), 95-96,
* Weisstein, Eric W. ''Marcum Q-Function.'' From MathWorld—A Wolfram Web Resource. ()


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