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