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 = 
  <float>  - size: [1 9]
 
Columns 1 to 5
 0.1156524420  0.0019547606  0.0028959918  0.0764041170  0.0035292530  
 
Columns 6 to 9
 0.0668950751  0.4731336534  0.0468844920  0.0661755353