Noncentral Chi-Squared CDF
p = distfun_ncx2cdf(x,k,delta) p = distfun_ncx2cdf(x,k,delta,lowertail)
a matrix of doubles, the outcome, greater or equal to zero
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 booleans, the tail (default lowertail=%t). If lowertail is true (the default), then considers P(X<=x) otherwise P(X>x).
a matrix of doubles, the probability.
Computes the cumulative distribution function of 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.
Caution This distribution is known to have inferior accuracy in some cases.
computed = distfun_ncx2cdf(9,4,5) expected = 0.5692367 // Plot the function h=scf(); k = [2 2 2 4 4 4]; delta = [1 2 3 1 2 3]; cols = [1 2 3 4 5 6]; lgd = []; for i = 1:size(k,'c') x = linspace(0,10,1000); y = distfun_ncx2cdf ( x, k(i), delta(i) ); plot(x,y) str = msprintf("k=%s, delta=%s",.. string(k(i)),string(delta(i))); lgd($+1) = str; end for i = 1:size(k,'c') hcc = h.children.children; hcc.children(size(k,'c') - i + 1).foreground = cols(i); end xtitle("Noncentral Chi-squared CDF","x","$P(X\leq x)$"); legend(lgd); | ![]() | ![]() |
http://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution