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 withNU
degrees of freedom and noncentrality parameterDELTA
.NU
andDELTA
can be vectors, matrices, or multidimensional arrays that all have the same size, which is also the size ofM
andV
. A scalar input forNU
orDELTA
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 isν+δ, and the variance is2(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.