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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 inVand positive noncentrality parameters inDELTA, at the corresponding probabilities inP.P,V, andDELTAcan be vectors, matrices, or multidimensional arrays that all have the same size, which is also the size ofX. A scalar input forP,V, orDELTAis 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

ncx2invuses 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.

Version History

Introduced before R2006a