Noncentral Chi-Squared random numbers
x = distfun_ncx2rnd(k,delta) x = distfun_ncx2rnd(k,delta,[m,n]) x = distfun_ncx2rnd(k,delta,m,n)
a matrix of doubles, the number of degrees of freedom, k>0 (can be non integer)
a matrix of doubles, the noncentrality parameter, delta>=0
a 1-by-1 matrix of floating point integers, the number of rows of x
a 1-by-1 matrix of floating point integers, the number of columns of x
a matrix of doubles, the positive random numbers.
Generates random variables from the Noncentral Chi-Squared distribution function.
Any scalar input argument is expanded to a matrix of doubles of the same size as the other input arguments.
// Test with expanded k x = distfun_ncx2rnd((1:6)',10) // Check x = distfun_ncx2rnd(k,delta,[m,n]) x = distfun_ncx2rnd(2,10,[4 5]) // Check mean and variance N = 50000; k = 3; delta = 5; x = distfun_ncx2rnd(k,delta,[1 N]); Mx = mean(x) Vx = variance(x) [M,V] = distfun_ncx2stat (k,delta) // Compare histogram of random numbers // with PDF. k=5; delta=7; scf(); x=distfun_ncx2rnd(k,delta,10000,1); histplot(30,x); x=linspace(0,30,1000); y=distfun_ncx2pdf(x,k,delta); plot(x,y,"b-"); xtitle("Noncentral Chi-Squared random numbers","X","Density"); legend(["Empirical","PDF"]); | ![]() | ![]() |
http://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution