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distfun >> distfun > Noncentral Chi-Squared > distfun_ncx2rnd

distfun_ncx2rnd

Noncentral Chi-Squared random numbers

Calling Sequence

x = distfun_ncx2rnd(k,delta)
x = distfun_ncx2rnd(k,delta,[m,n])
x = distfun_ncx2rnd(k,delta,m,n)

Parameters

k :

a matrix of doubles, the number of degrees of freedom, k>0 (can be non integer)

delta :

a matrix of doubles, the noncentrality parameter, delta>=0

m :

a 1-by-1 matrix of floating point integers, the number of rows of x

n :

a 1-by-1 matrix of floating point integers, the number of columns of x

x:

a matrix of doubles, the positive random numbers.

Description

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.

Examples

// 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"]);

Bibliography

http://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution

Authors


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