The non-central F distribution is a generalization of the
It is the distribution of the quotient of a non-central chi-square variable
and a (central) chi-square variable.
The non-central F distribution has three parameters. The first two are the degrees of freedom
of the numerator and of the denominator.
They must be strictly positive and are most commonly integers but this is not a requirement.
The third parameter is the non-centrality parameter, which must be 0 or positive.
The probability density function (PDF) of the non-central F distribution is:
where ν1 is the degrees of freedom of the numerator,
ν2 is the degrees of freedom of the denominator,
and λ is the non-centrality parameter.
The non-central F distribution is implemented by the
It has one constructor which takes the three parameters mentioned above as arguments.
The following constructs a non-central F distribution with 4 degrees of freedom
for the numerator, and 25 degrees of freedom for the denominator,
and non-centrality parameter 15:
var ncf = new NonCentralFDistribution(4, 25, 15.0);
Dim ncf = New NonCentralFDistribution(4, 25, 15.0)
No code example is currently available or this language may not be supported.
let ncf = NonCentralFDistribution(4.0, 25.0, 15.0)
The NonCentralFDistribution class has three specific properties.
return the degrees of freedom of the numerator and the denominator, respectively.
property returns the non-centrality parameter.
For details of the properties and methods common to all continuous distribution classes, see the topic on