nctstat (Statistics Toolbox)

Mean and variance for the noncentral t distribution

Syntax

```
[M,V] = nctstat(NU,DELTA)
```

Description

[M,V] = nctstat(NU,DELTA) returns the mean and variance of the noncentral t pdf with NU degrees of freedom and noncentrality parameter DELTA. Vector or matrix inputs for NU and DELTA must have the same size, which is also the size of M and V. A scalar input for NU or DELTA is expanded to a constant matrix with the same dimensions as the other input.

The mean of the noncentral t distribution with parameters and is

where > 1.

The variance is

where > 2.

Example

[m,v] = nctstat(10,1)
m =
    1.0837
v =
    1.3255

References

[1] Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second Edition, John Wiley and Sons, 1993. p. 147-148.

[2] Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate Distributions-2, John Wiley and Sons, 1970. pp. 201-219.

See Also
nctcdf, nctinv, nctpdf, nctrnd

nctrnd ncx2cdf