RANDNCHI Generate Noncentral Chi-Square Random Variable

Section: Random Number Generation


Generates a vector of non-central chi-square random variables with the given number of degrees of freedom and the given non-centrality parameters. The general syntax for its use is
   y = randnchi(n,mu)

where n is an array containing the degrees of freedom for each generated random variable (with each element of n >= 1), and mu is the non-centrality shift (must be positive).

Function Internals

A non-central chi-square random variable is the sum of a chisquare deviate with n-1 degrees of freedom plus the square of a normal deviate with mean mu and standard deviation 1.


Here is an example of a non-central chi-square random variable:
--> randnchi(5*ones(1,9),0.3)

ans = 

 Columns 1 to 8

    1.7097    6.6003   14.1463    2.0817    4.4984    5.3132    3.1775    3.5291 

 Columns 9 to 9