Statistics Toolbox

ncfcdf

Noncentral F cumulative distribution function (cdf)

Syntax

• P = ncfcdf(X,NU1,NU2,DELTA)
  

Description

P = ncfcdf(X,NU1,NU2,DELTA) computes the noncentral F cdf at each of the values in X using the corresponding numerator degrees of freedom in NU1, denominator degrees of freedom in NU2, and positive noncentrality parameters in DELTA. Vector or matrix inputs for X, NU1, NU2, and DELTA must have the same size, which is also the size of P. A scalar input for X, NU1, NU2, or DELTA is expanded to a constant matrix with the same dimensions as the other inputs.

The noncentral F cdf is

where I(x|a,b) is the incomplete beta function with parameters a and b.

Example

Compare the noncentral F cdf with  = 10 to the F cdf with the same number of numerator and denominator degrees of freedom (5 and 20 respectively).

• x = (0.01:0.1:10.01)';
  p1 = ncfcdf(x,5,20,10);
  p  = fcdf(x,5,20);
  plot(x,p,'--',x,p1,'-')
  
  
  

References

[1]  Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate Distributions-2, John Wiley and Sons, 1970. pp. 189-200.

See Also

cdf, ncfpdf, ncfinv, ncfrnd, ncfstat

nbinstat

ncfinv