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Similar to the noncentral
*χ*^{2} distribution, the toolbox
calculates noncentral *F* distribution probabilities as a
weighted sum of incomplete beta functions using Poisson probabilities as the
weights.

$$F(x|{\nu}_{1},{\nu}_{2},\delta )={\displaystyle \sum _{j=0}^{\infty}\left(\frac{{\left(\frac{1}{2}\delta \right)}^{j}}{j!}{e}^{\frac{-\delta}{2}}\right)}I\left(\frac{{\nu}_{1}\cdot x}{{\nu}_{2}+{\nu}_{1}\cdot x}|\frac{{\nu}_{1}}{2}+j,\frac{{\nu}_{2}}{2}\right)$$

*I*(*x|a,b*) is the incomplete beta function
with parameters *a* and *b*, and
*δ* is the noncentrality parameter.

As with the *χ*^{2} distribution, the
*F* distribution is a special case of the noncentral
*F* distribution. The *F* distribution is
the result of taking the ratio of *χ*^{2}
random variables each divided by its degrees of freedom.

If the numerator of the ratio is a noncentral chi-square random variable divided
by its degrees of freedom, the resulting distribution is the noncentral
*F* distribution.

The main application of the noncentral *F* distribution is to
calculate the power of a hypothesis test relative to a particular
alternative.

Compute the pdf of a noncentral *F* distribution with degrees of freedom `NU1 = 5`

and `NU2 = 20`

, and noncentrality parameter `DELTA = 10`

. For comparison, also compute the pdf of an *F* distribution with the same degrees of freedom.

x = (0.01:0.1:10.01)'; p1 = ncfpdf(x,5,20,10); p = fpdf(x,5,20);

Plot the pdf of the noncentral *F* distribution and the pdf of the *F* distribution on the same figure.

figure; plot(x,p1,'b-','LineWidth',2) hold on plot(x,p,'g--','LineWidth',2) legend('Noncentral F','F distribution')

`ncfcdf`

| `ncfpdf`

| `ncfinv`

| `ncfstat`

| `ncfrnd`

| `random`