ncfpdf (Statistics Toolbox)

Noncentral F probability density function.

Syntax

Y = ncfpdf(X,NU1,NU2,DELTA)

Description

Y = ncfpdf(X,NU1,NU2,DELTA) returns the noncentral F pdf with with numerator degrees of freedom (df), NU1, denominator df, NU2, and positive noncentrality parameter, DELTA, at the values in X.

The size of Y is the common size of the input arguments. A scalar input functions as a constant matrix of the same size as the other inputs.

The F distribution is a special case of the noncentral F where

= 0. As

increases, the distribution flattens like the plot in the example.

Example

Compare the noncentral F pdf with

= 10 to the F pdf with the same number of numerator and denominator degrees of freedom (5 and 20 respectively).

x = (0.01:0.1:10.01)';
p1 = ncfpdf(x,5,20,10);
p  = fpdf(x,5,20);
plot(x,p,'- -',x,p1,'-')

References

Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate Distributions-2, John Wiley and Sons, 1970. pp. 189-200.