FIX: mkl_random.noncentral_chisquare when df==1
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oleksandr-pavlyk
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Feb 9, 2021
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Description
This PR fix
mkl_random.noncentral_chisquarebehaviour whendfparam is equal1.0was:
noncentral_chisquare(1, nonc) ~ sqrt(nonc)*(-1)^[U<0.5] + Zproposed:
noncentral_chisquare(1, nonc) ~ (Z + sqrt(nonc))**2 for df == 1This bug was early discussed.