Noncentral F Distribution :: Distribution Reference (Statistics Toolbox™)

Similar to the noncentral χ² distribution, the toolbox calculates noncentral F distribution probabilities as a weighted sum of incomplete beta functions using Poisson probabilities as the weights.

I(x|a,b) is the incomplete beta function with parameters a and b, and δ is the noncentrality parameter.

Background

As with the χ² distribution, the F distribution is a special case of the noncentral F distribution. The F distribution is the result of taking the ratio of χ² random variables each divided by its degrees of freedom.

If the numerator of the ratio is a noncentral chi-square random variable divided by its degrees of freedom, the resulting distribution is the noncentral F distribution.

The main application of the noncentral F distribution is to calculate the power of a hypothesis test relative to a particular alternative.

Example

The following commands generate a plot of the noncentral F pdf.

x = (0.01:0.1:10.01)';
p1 = ncfpdf(x,5,20,10);
p  = fpdf(x,5,20);
plot(x,p,'-',x,p1,'-')

Noncentral F Distribution

Definition

Background

Example

See Also

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