Statistics Toolbox

ncfrnd

Random matrices from the noncentral F distribution

Syntax

• R = ncfrnd(NU1,NU2,DELTA)
  R = ncfrnd(NU1,NU2,DELTA,m)
  R = ncfrnd(NU1,NU2,DELTA,m,n)
  

Description

R = ncfrnd(NU1,NU2,DELTA) returns a matrix of random numbers chosen from the noncentral F distribution with parameters NU1, NU2 and DELTA. Vector or matrix inputs for NU1, NU2, and DELTA must have the same size, which is also the size of R. A scalar input for NU1, NU2, or DELTA is expanded to a constant matrix with the same dimensions as the other inputs.

R = ncfrnd(NU1,NU2,DELTA,m) returns a matrix of random numbers with parameters NU1, NU2, and DELTA, where m is a 1-by-2 vector that contains the row and column dimensions of R.

R = ncfrnd(NU1,NU2,DELTA,m,n) generates random numbers with parameters NU1, NU2, and DELTA, where scalars m and n are the row and column dimensions of R.

Example

Compute six random numbers from a noncentral F distribution with 10 numerator degrees of freedom, 100 denominator degrees of freedom and a noncentrality parameter, , of 4.0. Compare this to the F distribution with the same degrees of freedom.

• r = ncfrnd(10,100,4,1,6)
  r =
      2.5995    0.8824    0.8220    1.4485    1.4415    1.4864
  r1 = frnd(10,100,1,6)
  r1 =
      0.9826    0.5911    1.0967    0.9681    2.0096    0.6598
  

References

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

See Also
ncfcdf, ncfinv, ncfpdf, ncfstat

ncfpdf

ncfstat