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ncfstat

NoncentralFmean and variance

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Syntax

[M,V] = ncfstat(NU1,NU2,DELTA)

Description

[M,V] = ncfstat(NU1,NU2,DELTA)returns the mean of and variance for the noncentralFpdf with corresponding numerator degrees of freedom inNU1, denominator degrees of freedom inNU2, and positive noncentrality parameters inDELTA.NU1,NU2, andDELTAcan be vectors, matrices, or multidimensional arrays that all have the same size, which is also the size ofMandV. A scalar input forNU1,NU2, orDELTAis expanded to a constant array with the same dimensions as the other input.

The mean of the noncentral F distribution with parametersν1,ν2, andδis

ν 2 ( δ + ν 1 ) ν 1 ( ν 2 − 2 )

where ν2> 2.

The variance is

2 ( ν 2 ν 1 ) 2 [ ( δ + ν 1 ) 2 + ( 2 δ + ν 1 ) ( ν 2 − 2 ) ( ν 2 − 2 ) 2 ( ν 2 − 4 ) ]

whereν2> 4.

Examples

[m,v]= ncfstat(10,100,4) m = 1.4286 v = 0.4252

References

[1] Evans, M., N. Hastings, and B. Peacock.Statistical Distributions. 2nd ed., Hoboken, NJ: John Wiley & Sons, Inc., 1993, pp. 73–74.

[2] Johnson, N., and S. Kotz.Distributions in Statistics: Continuous Univariate Distributions-2.Hoboken, NJ: John Wiley & Sons, Inc., 1970, pp. 189–200.

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

See Also

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Topics

Introduced before R2006a

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