ncx2inv
Noncentral chi-square inverse cumulative distribution function
Syntax
X = ncx2inv(P,V,DELTA)
Description
X = ncx2inv(P,V,DELTA)
returns the inverse of the noncentral chi-square cdf using the corresponding degrees of freedom inV
and positive noncentrality parameters inDELTA
, at the corresponding probabilities inP
.P
,V
, andDELTA
can be vectors, matrices, or multidimensional arrays that all have the same size, which is also the size ofX
. A scalar input forP
,V
, orDELTA
is expanded to a constant array with the same dimensions as the other inputs.
Examples
ncx2inv([0.01 0.05 0.1],4,2) ans = 0.4858 1.1498 1.7066
Algorithms
ncx2inv
uses Newton's method to converge to the solution.
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.