On some upper bounds for noncentral chi-square cdf

Abstract

Some new upper bounds for noncentral chi-square cdf are derived from the basic symmetries of the multidimensional standard Gaussian distribution. The proposed new bounds have analytically simple form compared to analogues available in the literature, and may be useful both in theory and in applications: for proving inequalities related to noncentral chi-square cdf, and for bounding powers of Pearson's chi-squared test