RANDNCHI Generate Noncentral Chi-Square Random Variable

Section: Random Number Generation

Usage

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.

Examples

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

ans = 
 
Columns 1 to 8

    0.1157    0.0020    0.0029    0.0764    0.0035    0.0669    0.4731    0.0469 
 
Columns 9 to 9

    0.0662 

--> 
quit