NoncentralFRatioDistribution

NoncentralFRatioDistribution[n,m,λ]
represents a noncentral F-ratio distribution with n numerator degrees of freedom, m denominator degrees of freedom, and numerator noncentrality parameter λ.

NoncentralFRatioDistribution[n,m,λ, η]
represents a doubly noncentral F-ratio distribution with numerator noncentrality parameter λ and denominator noncentrality parameter η.

DetailsDetails

  • The noncentral F-ratio distribution is the distribution of the ratio of a noncentral random variable and a random variable divided by their respective degrees of freedom.
  • The doubly noncentral F-ratio distribution is the distribution of a ratio of two noncentral -distributed random variables divided by their respective degrees of freedom.
  • NoncentralFRatioDistribution allows n, m, λ, and η to be any positive real numbers.
  • NoncentralFRatioDistribution can be used with such functions as Mean, CDF, and RandomVariate.

ExamplesExamplesopen allclose all

Basic Examples  (5)Basic Examples  (5)

Probability density function:

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Probability density function for a doubly noncentral F-ratio distribution:

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Cumulative distribution function:

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Cumulative distribution function for a doubly noncentral F-ratio distribution:

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Mean and variance:

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Mean and variance for doubly noncentral:

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Introduced in 2007
(6.0)
| Updated in 2010
(8.0)