integration for CDF[NoncentralChiSquareDistribution] failing

*To*: mathgroup at smc.vnet.net*Subject*: [mg74806] integration for CDF[NoncentralChiSquareDistribution] failing*From*: Albert Maydeu-Olivares <amaydeu at ub.edu>*Date*: Fri, 6 Apr 2007 04:17:39 -0400 (EDT)

Hi, The built-in function appears to work well for small number of degrees of freedom. For large df, integration converges too slowly and often fails. For instance 1 - CDF[NoncentralChiSquareDistribution[57, 5], 1] yields 1.04, when as a probability it should be < 1. Does anybody have a function that works better than the built-in? Also, has anybody implemented a normal approximation? I had planned to work with 300+ df. Albert

**Follow-Ups**:**Re: integration for CDF[NoncentralChiSquareDistribution]***From:*Darren Glosemeyer <darreng@wolfram.com>