ncfstat (Statistics Toolbox)

Mean and variance of the noncentral F distribution.

Syntax

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

Description

[M,V] = ncfstat(NU1,NU2,DELTA) returns the mean and variance of the noncentral F pdf with NU1 and NU2 degrees of freedom and noncentrality parameter, DELTA.

The mean is

where

₂ > 2.

The variance is

where

₂ > 4.

Example

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

m =

    1.4286

v =

    3.9200

References

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second Edition, John Wiley and Sons, 1993. p. 73-74.

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