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StatsNCChiPDF

StatsNCChiPDF (x, n, d)

The StatsNCChiPDF function returns the noncentral chi-squared probability distribution function.

f(x;n,d)=dexp(x+d2)x(n1)/22(dx)n/4In/21(dx).f(x ; n, d)=\frac{\sqrt{d} \exp \displaystyle \left(-\frac{x+d}{2}\right) x^{(n-1) / 2}}{2(d x)^{n / 4}} I_{n / 2-1}(\sqrt{d x}) .

where n > 0 corresponds to degrees of freedom, d >= 0 is the noncentrality parameter, and Ik (x) is the modified Bessel function of the first kind, bessI.

See Also

Statistical Analysis, StatsNCChiCDF, StatsInvNCChiCDF, StatsChiPDF, StatsChiCDF