Marcum Q-function
In statistics, the Marcum-Q-function is defined as
or as
with of order M − 1. The Marcum Q-function is used for example as a cumulative distribution function for noncentral chi, noncentral chi-squared and Rice distributions.
For non-integer values of M, the Marcum Q function can be defined as
where is the regularized Gamma function.
The Marcum Q-function is monotonic and log-concave.
