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NoncentralFRatioDistribution

NoncentralFRatioDistribution[n, m, Lambda]
represents a noncentral F-ratio distribution with n numerator degrees of freedom and m denominator degrees of freedom and numerator noncentrality parameter Lambda.
  • The noncentral F-ratio distribution is the distribution of the ratio of a noncentral chi^2 random variable and a chi^2 random variable.
The mean and variance of a noncentral F-ratio distribution:
The probability density function of the noncentral F-ratio distribution:
The mean and variance of a noncentral F-ratio distribution:
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The probability density function of the noncentral F-ratio distribution:
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Generate a set of pseudorandom numbers that have the noncentral F-ratio distribution:
Properties based on higher-order moments:
The 0.75 quantile of a noncentral F-ratio distribution:
Plot the cumulative distribution function of the random variable:
The probability density function integrates to unity:
NoncentralFRatioDistribution[n, m, 0] is equivalent to FRatioDistribution[n, m]:
NoncentralFRatioDistribution is not defined when n or m is not a positive real number:
NoncentralFRatioDistribution is not defined when lambda is not a positive real number:
The characteristic function of a noncentral F-ratio distribution has no closed-form representation:
Substitution of invalid parameters into symbolic outputs gives results that are not meaningful:
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