ncx2inv (Statistics Toolbox)

Inverse of the noncentral chi-square cdf.

Syntax

X = ncx2inv(P,V,DELTA)

Description

X = ncx2inv(P,V,DELTA) returns the inverse of the noncentral chi-square cdf with parameters V and DELTA, at the probabilities in P.

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

Algorithm

ncx2inv uses Newton's method to converge to the solution.

Example

ncx2inv([0.01 0.05 0.1],4,2)

ans =

    0.4858    1.1498    1.7066

References

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second Edition, John Wiley and Sons, 1993. p. 50-52.

Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate Distributions-2, John Wiley and Sons, 1970. pp. 130-148.