FreeMat
RANDNF Generate Noncentral F-Distribution Random Variable

Section: Random Number Generation

Usage

Generates a vector of non-central F-distributed random variables with the specified parameters. The general syntax for its use is

   y = randnf(n,m,c)

where n is the number of degrees of freedom in the numerator, and m is the number of degrees of freedom in the denominator. The vector c determines the non-centrality shift of the numerator.

Internals

A non-central F-distributed random variable is the ratio of a non-central chi-square random variable and a central chi-square random variable, i.e.,

\[ F_{n,m,c} = \frac{\chi_{n,c}^2/n}{\chi_m^2/m}. \]

Example

Here we use the randf to generate some non-central F-distributed random variables:

--> randnf(5*ones(1,9),7,1.34)

ans = 

 Columns 1 to 7

    0.5880    1.6093    0.4639    0.7857    2.5543    0.5044    3.3383 

 Columns 8 to 9

    1.4102    1.1489