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单词 non-central chi-squared distribution
释义
non-central chi-squared distribution

Statistics
  • If Z1, Z2,…, Zν are independent standard normal variables (see normal distribution) and δ1, δ2,…, δν are constants then X, given bynon-central chi-squared distributionis said to have a non-central chi-squared distribution with ν degrees of freedom and non-centrality parameter λ, wherenon-central chi-squared distributionThe probability density function f of X is given bynon-central chi-squared distributionwhere Γ is the gamma function. The distribution, which is unimodal, has mean (ν+λ) and variance 2(ν+2λ). If λ=0 then the distribution becomes the chi-squared distribution with ν degrees of freedom.


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