ncx2stat (Statistics Toolbox)

Mean and variance for the noncentral chi-square distribution.

Syntax

[M,V] = ncx2stat(NU,DELTA)

Description

[M,V] = ncx2stat(NU,DELTA) returns the mean and variance of the noncentral chi-square pdf with NU degrees of freedom and noncentrality parameter, DELTA.

For the noncentral chi-square distribution:

The mean is .
The variance is .

Example

[m,v] = ncx2stat(4,2)

m =

     6

v =

    16

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.