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 isy = 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 withn-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 1.7097 6.6003 14.1463 2.0817 4.4984 5.3132 3.1775 3.5291 Columns 9 to 9 5.5185