The non-central chi-squared distribution
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Distribution name
Non-central chi-squared
distribution
Common notation
Parameters
=
degrees of freedom (positive integer)
=
non-centrality parameter ()
Domain
Probability density
function
Cumulative distribution
function
where is the
Marcum-Q function.
Mean
Variance
Skewness
(Excess) kurtosis
Characteristic function
Other comments
The non-central chi-squared distribution with degrees
of freedom and non-centrality parameter is the
distribution of the sum of the squares of independent
normal distributions each with unit standard deviation but with non-zero
means where . The
(standard) chi-squared
distribution is a special case of it with .
Nematrian web functions
This distribution is not currently supported within the Nematrian
web function library. For details of other supported probability
distributions see here.
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