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pnchisq
2000 Dec 14
2
Accuracy problem in dchisq for non-central chi-squared
Hi,
I think I have identified a inaccuracy in dchisq when the non-centrality
parameter is non-zero and large. Here's a little test:
sys.dchisq.test <- function(N = 100000,mean = 0)
{
z <- rnorm(N,mean = mean, sd = 1)
x <- z^2
xmin <- min(x)
xmax <- max(x)
br <- seq(xmin,xmax,length = 101)
dbr <- br[2]-br[1]
hist(x,br)
p <- dchisq(br,df = 1,ncp =