Non-central F distribution | Vose Software

Non-central F distribution




Format: NCF(n1,n2,NcP)

If  ChiSq(n1,d) is a non-central chi-squared random variable (with d=NcP) and ChiSq(n2) a chi-squared independent of the first, then

follows a non-central F distribution.


 

Kotz et. al (1995) provide a thorough explanation of its origin and uses.

ModelRisk functions added to Microsoft Excel for the Non-Central F distribution

VoseNCF generates random values from this distribution for Monte Carlo simulation, or calculates a percentile if used with a U parameter.

VoseNCFObject constructs a distribution object for this distribution.

VoseNCFFProb returns the probability density or cumulative distribution function for this distribution.

VoseNCFProb10 returns the log10 of the probability density or cumulative distribution function.  

VoseNCFFit generates values from this distribution fitted to data, or calculates a percentile from the fitted distribution.

VoseNCFFitObject constructs a distribution object of this distribution fitted to data.

VoseNCFFitP returns the parameters of this distribution fitted to data.

 

Non-central F distribution equations

 

 

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