ncfpdf
Noncentral -probability density function (PDF).
For each element of x, compute the probability density function (PDF) of the noncentral -distribution with df1 and df2 degrees of freedom and noncentrality parameter lambda. The size of y is the common size of x, df1, df2, and lambda. A scalar input functions as a constant matrix of the same size as the other inputs.
Further information about the noncentral -distribution can be found at https://en.wikipedia.org/wiki/Noncentral_F-distribution
See also: ncfcdf, ncfinv, ncfrnd, ncfstat, fpdf
Source Code: ncfpdf
## Plot various PDFs from the noncentral F distribution
x = 0:0.01:5;
y1 = ncfpdf (x, 2, 5, 1);
y2 = ncfpdf (x, 2, 5, 2);
y3 = ncfpdf (x, 5, 10, 1);
y4 = ncfpdf (x, 10, 20, 10);
plot (x, y1, "-r", x, y2, "-g", x, y3, "-k", x, y4, "-m")
grid on
xlim ([0, 5])
ylim ([0, 0.8])
legend ({"df1 = 2, df2 = 5, λ = 1", "df1 = 2, df2 = 5, λ = 2", ...
"df1 = 5, df2 = 10, λ = 1", "df1 = 10, df2 = 20, λ = 10"}, ...
"location", "northeast")
title ("Noncentral F PDF")
xlabel ("values in x")
ylabel ("density")
|
## Compare the noncentral F PDF with LAMBDA = 10 to the F PDF with the
## same number of numerator and denominator degrees of freedom (5, 20)
x = 0.01:0.1:10.01;
y1 = ncfpdf (x, 5, 20, 10);
y2 = fpdf (x, 5, 20);
plot (x, y1, "-", x, y2, "-");
grid on
xlim ([0, 10])
ylim ([0, 0.8])
legend ({"Noncentral F(5,20,10)", "F(5,20)"}, "location", "northeast")
title ("Noncentral F vs F PDFs")
xlabel ("values in x")
ylabel ("density")
|