Non-central Chi-squared distribution



Format: NCChiSQ(n,NcP)

 

The non-central chi-squared distribution is a generalized version of the chi squared distribution: when the non-centrality parameter Ncp=0, it reduces to a Chi Squared.

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

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

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

VoseNCChiSqObject constructs a distribution object for this distribution.

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

VoseNCChiSqProb10 returns the log10 of the probability density or cumulative distribution function.

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

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

VoseNCChiSqFitP returns the parameters of this distribution fitted to data.

 

Non-central Chi-squared distribution equations

 

 

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