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HAIT Journal of Science and Engineering C Volume 4, Issues 1-2, pp. 152-177 © 2007 Holon Institute of Technology | ||||
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Probability of an inequality applied in statistical theory of communications
Roman E. Goot* and Alex Messel
Center for Industrial and Applied Mathematics, | Holon Institute of Technology, 52 Golomb Str., Holon 58102, Israel *Corresponding author: goot@hit.ac.il Received 21 December 2005, accepted 9 May 2006
| We evaluate the probability Pr(x1≤x2) with x1 and x2 are non-central chi-square random variables and find the closed form expression for that probability Keywords: Noncentral chi-square distribution, probability of inequality, closed form representation AMS 1991 Subject Classification: 60E15, 94A13
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