draw.noncentral.F: Generates variates from doubly non-central F distribution

In UnivRNG: Univariate Pseudo-Random Number Generation

Description

This function implements pseudo-random number generation for a doubly non-central F distribution

F=\frac{X_{1}^{2}/n}{X_{2}^{2}/m}

where X_{1}^{2}\sim χ^{2}(n,λ_{1}), X_{2}^{2}\sim χ^{2}(m,λ_{2}), n and m are numerator and denominator degrees of freedom, respectively, and λ_{1} and λ_{2} are the numerator and denominator non-centrality parameters, respectively. It includes central and singly non-central F distributions as a special case.

Usage

draw.noncentral.F(nrep,dof1,dof2,ncp1,ncp2)

Arguments

nrep	Number of data points to generate.
dof1	Numerator degress of freedom.
dof2	Denominator degrees of freedom.
ncp1	Numerator non-centrality parameter.
ncp2	Denominator non-centrality parameter.

Value

A vector containing generated data.

See Also

draw.noncentral.chisquared

Examples

draw.noncentral.F(nrep=100000,dof1=2,dof2=4,ncp1=2,ncp2=4)

UnivRNG documentation built on March 6, 2021, 1:08 a.m.