draw.noncentral.chisquared {UnivRNG} | R Documentation |
This function implements pseudo-random number generation for a non-central chi-squared distribution with pdf
f(x|\lambda,\nu)=\frac{e^{-(x+\lambda)/2}x^{\nu/2-1}}{2^{\nu/2}} \sum_{k=0}^{\infty} \frac{(\lambda x)^{k}}{4^{k}k!\Gamma(k+\nu/2)}
for 0 \leq x < \infty
, \lambda>0
, and \nu>1
, where \lambda
is the non-centrality parameter and \nu
is the degrees of freedom.
draw.noncentral.chisquared(nrep,dof,ncp)
nrep |
Number of data points to generate. |
dof |
Degrees of freedom of the desired non-central chi-squared distribution. |
ncp |
Non-centrality parameter of the desired non-central chi-squared distribution. |
A list of length five containing generated data, the theoretical mean, the empirical mean, the theoretical variance, and the empirical variance with names y, theo.mean, emp.mean, theo.var, and emp.var, respectively.
draw.noncentral.chisquared(nrep=100000,dof=2,ncp=1)
draw.noncentral.chisquared(nrep=100000,dof=5,ncp=2)