Statistics Toolbox™

ncx2cdf - Noncentral chi-square cumulative distribution function

Syntax

P = ncx2cdf(X,V,DELTA)

Description

P = ncx2cdf(X,V,DELTA) computes the noncentral chi-square cdf at each of the values in X using the corresponding degrees of freedom in V and positive noncentrality parameters in DELTA. X, V, and DELTA can be vectors, matrices, or multidimensional arrays that all have the same size, which is also the size of P. A scalar input for X, V, or DELTA is expanded to a constant array with the same dimensions as the other inputs.

Some texts refer to this distribution as the generalized Rayleigh, Rayleigh-Rice, or Rice distribution.

The noncentral chi-square cdf is

Example

Compare the noncentral chi-square cdf with DELTA = 2 to the chi-square cdf with the same number of degrees of freedom (4):

x = (0:0.1:10)';
ncx2 = ncx2cdf(x,4,2);
chi2 = chi2cdf(x,4);

plot(x,ncx2,'b-','LineWidth',2)
hold on
plot(x,chi2,'g--','LineWidth',2)
legend('ncx2','chi2','Location','NW')

References

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

See Also

cdf, ncx2pdf, ncx2inv, ncx2stat, ncx2rnd

nctstat

ncx2inv