WOLFRAM

MarcumQ[m,a,b]

gives Marcum's Q function TemplateBox[{m, a, b}, MarcumQ].

MarcumQ[m,a,b0,b1]

gives Marcum's Q function TemplateBox[{m, a, {b, _, 0}}, MarcumQ]-TemplateBox[{m, a, {b, _, 1}}, MarcumQ].

Details

  • Mathematical function, suitable for both symbolic and numerical evaluation.
  • TemplateBox[{m, a, b}, MarcumQ]=int_b^inftyx (x/a)^(m-1) TemplateBox[{{m, -, 1}, {a,  , x}}, BesselI] exp(-1/2 (a^2+x^2))dx for real positive , , and .
  • MarcumQ[m,a,b] is an entire function of both a and b with no branch cut discontinuities.
  • For certain special arguments, MarcumQ automatically evaluates to exact values.
  • MarcumQ can be evaluated to arbitrary numerical precision.
  • MarcumQ automatically threads over lists. »

Examples

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Basic Examples  (4)Summary of the most common use cases

Evaluate numerically:

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Plot over a subset of the reals:

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Plot over a subset of the complexes:

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Series expansion at the origin:

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Scope  (29)Survey of the scope of standard use cases

Numerical Evaluation  (6)

Evaluate numerically:

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Evaluate to high precision:

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The precision of the output tracks the precision of the input:

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Complex number input:

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Evaluate efficiently at high precision:

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Compute the elementwise values of an array using automatic threading:

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Or compute the matrix MarcumQ function using MatrixFunction:

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Compute average-case statistical intervals using Around:

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Specific Values  (3)

MarcumQ for symbolic a:

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Find the maximum of MarcumQ[1,2,x]:

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The four-argument form gives the difference:

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Visualization  (2)

Plot the MarcumQ function for various parameters:

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Plot the real part of :

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Plot the imaginary part of :

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Function Properties  (9)

Real domain of MarcumQ:

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Complex domain of MarcumQ:

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Approximate function range of :

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TemplateBox[{m, a, x}, MarcumQ] is an even function of :

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TemplateBox[{m, a, b}, MarcumQ] is an analytic function of and for positive integer :

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It has no singularities or discontinuities:

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is neither non-increasing nor non-decreasing:

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is not injective:

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is non-negative:

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is neither convex nor concave:

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TraditionalForm formatting:

Differentiation  (2)

First derivative with respect to a:

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First derivative with respect to b:

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Higher derivatives with respect to a:

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Plot the higher derivatives with respect to a when b=3 and m=1:

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Series Expansions  (2)

Find the Taylor expansion using Series:

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Plots of the first three approximations around :

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Taylor expansion at a generic point:

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Function Identities and Simplifications  (5)

TemplateBox[{m, a, b}, MarcumQ] can be expressed in terms of simpler functions whenever is a half-integer:

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For integer and , TemplateBox[{m, a, b}, MarcumQ] can be expressed in terms of modified Bessel functions:

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For arbitrary and , TemplateBox[{m, a, b}, MarcumQ] can be expressed in terms of hypergeometric functions:

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Ordinary differential equation with respect to satisfied by TemplateBox[{m, a, b}, MarcumQ]:

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Ordinary differential equation with respect to satisfied by TemplateBox[{m, a, b}, MarcumQ]:

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Recurrence relation with respect to satisfied by TemplateBox[{m, a, b}, MarcumQ]:

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Applications  (2)Sample problems that can be solved with this function

The amplitude of a signal is modeled by RiceDistribution. Find the probability that the amplitude will exceed its mean value:

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Evaluate numerically:

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Compare the value of the MarcumQ function for large arguments to its asymptotic formula:

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Construct an approximation using the central limit theorem:

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Evaluate numerically:

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Properties & Relations  (3)Properties of the function, and connections to other functions

MarcumQ can be used to compute the SurvivalFunction of SkellamDistribution:

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MarcumQ computes the SurvivalFunction of NoncentralChiSquareDistribution:

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MarcumQ computes the SurvivalFunction of RiceDistribution:

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Wolfram Research (2010), MarcumQ, Wolfram Language function, https://reference.wolfram.com/language/ref/MarcumQ.html.
Wolfram Research (2010), MarcumQ, Wolfram Language function, https://reference.wolfram.com/language/ref/MarcumQ.html.

Text

Wolfram Research (2010), MarcumQ, Wolfram Language function, https://reference.wolfram.com/language/ref/MarcumQ.html.

Wolfram Research (2010), MarcumQ, Wolfram Language function, https://reference.wolfram.com/language/ref/MarcumQ.html.

CMS

Wolfram Language. 2010. "MarcumQ." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/MarcumQ.html.

Wolfram Language. 2010. "MarcumQ." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/MarcumQ.html.

APA

Wolfram Language. (2010). MarcumQ. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/MarcumQ.html

Wolfram Language. (2010). MarcumQ. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/MarcumQ.html

BibTeX

@misc{reference.wolfram_2025_marcumq, author="Wolfram Research", title="{MarcumQ}", year="2010", howpublished="\url{https://reference.wolfram.com/language/ref/MarcumQ.html}", note=[Accessed: 27-April-2025 ]}

@misc{reference.wolfram_2025_marcumq, author="Wolfram Research", title="{MarcumQ}", year="2010", howpublished="\url{https://reference.wolfram.com/language/ref/MarcumQ.html}", note=[Accessed: 27-April-2025 ]}

BibLaTeX

@online{reference.wolfram_2025_marcumq, organization={Wolfram Research}, title={MarcumQ}, year={2010}, url={https://reference.wolfram.com/language/ref/MarcumQ.html}, note=[Accessed: 27-April-2025 ]}

@online{reference.wolfram_2025_marcumq, organization={Wolfram Research}, title={MarcumQ}, year={2010}, url={https://reference.wolfram.com/language/ref/MarcumQ.html}, note=[Accessed: 27-April-2025 ]}