ncx2stat
Noncentral chi-square mean and variance
Syntax
[M,V] = ncx2stat(NU,DELTA)
Description
[M,V] = ncx2stat(NU,DELTA)
returns the
mean of and variance for the noncentral chi-square pdf with NU
degrees
of freedom and noncentrality parameter DELTA
. NU
and DELTA
can
be vectors, matrices, or multidimensional arrays that all have the
same size, which is also the size of M
and V
.
A scalar input for NU
or DELTA
is
expanded to a constant array with the same dimensions as the other
input.
The mean of the noncentral chi-square distribution with parameters ν and δ is ν+δ, and the variance is 2(ν+2δ).
Examples
[m,v] = ncx2stat(4,2) m = 6 v = 16
References
[1] Evans, M., N. Hastings, and B. Peacock. Statistical Distributions. 2nd ed., Hoboken, NJ: John Wiley & Sons, Inc., 1993, pp. 50–52.
[2] Johnson, N., and S. Kotz. Distributions in Statistics: Continuous Univariate Distributions-2. Hoboken, NJ: John Wiley & Sons, Inc., 1970, pp. 130–148.
Extended Capabilities
Version History
Introduced before R2006a