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The Non-Central Chi-Square Distribution

Syntax

dnchisq(x, df, lambda)
pnchisq(q, df, lambda)
qnchisq(p, df, lambda)
rnchisq(n, df, lambda)

Description

These functions provide information about the non-central chi-square distribution with df degrees of freedom and non-centrality parameter lambda. dnchisq gives the density, pnchisq gives the distribution function qnchisq gives the quantile function and rnchisq generates random deviates.

The non-central chi-square distribution with df degrees of freedom and non-centrality parameter λ has density

f(x) = exp(-lambda/2) SUM_{r=0}^infty (lambda^r / 2^r r!) pchisq(x, df + 2r)

((Equations will(?) come with HTML 3.x ))
for x >= 0.

See Also

dchisq, dgamma.

Examples

pnchisq(1, df=3, lambda=0) == pchisq(1, df=3) pnchisq(1, df=3, lambda=0:4)