Statistics Toolbox

ncx2pdf

Noncentral chi-square probability density function (pdf)

Syntax

• Y = ncx2pdf(X,V,DELTA)
  

Description

Y = ncx2pdf(X,V,DELTA) computes the noncentral chi-square pdf at each of the values in X using the corresponding degrees of freedom in V and positive noncentrality parameters in DELTA. Vector or matrix inputs for X, V, and DELTA must have the same size, which is also the size of Y. A scalar input for X, V, or DELTA is expanded to a constant matrix with the same dimensions as the other inputs.

Some texts refer to this distribution as the generalized Rayleigh, Rayleigh-Rice, or Rice distribution.

Example

As the noncentrality parameter increases, the distribution flattens as shown in the plot.

• x = (0:0.1:10)';
  p1 = ncx2pdf(x,4,2);
  p = chi2pdf(x,4);
  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. 130-148.

See Also
ncx2cdf, ncx2inv, ncx2rnd, ncx2stat, pdf

ncx2inv

ncx2rnd