Non-central chi-squared distribution

[daniel.g...@gmail.com]

Hello everyone,

the list of available distributions in sympy.stats currently does not list the non-central chi-squared distribution (https://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution). This distributions has some important applications in finance and it would be great if it were available in sympy, too. Are there any plans to implement it?

Best regards,
Daniel

[Aaron Meurer]

I don't see any issues for it, but it shouldn't be hard to implement, as it's just a matter of creating a class with the pdf. 

However, you should also check if SymPy's integrate() can handle common things like the expectation. It looks like the CDF is in terms of the Q-function, which isn't implemented yet.

Aaron Meurer

--
You received this message because you are subscribed to the Google Groups "sympy" group.
To unsubscribe from this group and stop receiving emails from it, send an email to sympy+unsubscribe@googlegroups.com.
To post to this group, send email to sy...@googlegroups.com.
Visit this group at https://groups.google.com/group/sympy.
To view this discussion on the web visit https://groups.google.com/d/msgid/sympy/c3058bdd-ece4-483b-b202-3d298984c0a1%40googlegroups.com.
For more options, visit https://groups.google.com/d/optout.