draw.noncentral.chisquared: Generates variates from non-central chi-squared distribution

In UnivRNG: Univariate Pseudo-Random Number Generation

Description

This function implements pseudo-random number generation for a non-central chi-squared distribution with pdf

f(x|λ,ν)=\frac{e^{-(x+λ)/2}x^{ν/2-1}}{2^{ν/2}} ∑_{k=0}^{∞} \frac{(λ x)^{k}}{4^{k}k!Γ(k+ν/2)}

for 0 ≤q x < ∞, λ>0, and ν>1, where λ is the non-centrality parameter and ν is the degrees of freedom.

Usage

draw.noncentral.chisquared(nrep,dof,ncp)

Arguments

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.

Value

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.

Examples

draw.noncentral.chisquared(nrep=100000,dof=2,ncp=1)

draw.noncentral.chisquared(nrep=100000,dof=5,ncp=2)

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