Statistics Toolbox

ncx2stat

Mean and variance for the noncentral chi-square distribution

Syntax

• [M,V] = ncx2stat(NU,DELTA)
  

Description

[M,V] = ncx2stat(NU,DELTA) returns the mean and variance of the noncentral chi-square 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 chi-square distribution with parameters and is , and the variance is .

Example

• [m,v] = ncx2stat(4,2)
  m =
       6
  v =
      16
  

References

[1]  Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second Edition, John Wiley and Sons, 1993. p. 50-52.

[2]  Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate Distributions-2, John Wiley and Sons, 1970. pp. 130-148.

See Also
ncx2cdf, ncx2inv, ncx2pdf, ncx2rnd

ncx2rnd

nlinfit