Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public static double Noncentralchi( double chsq, double df, double alam ) |
Visual Basic (Declaration) |
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Public Shared Function Noncentralchi ( _ chsq As Double, _ df As Double, _ alam As Double _ ) As Double |
Visual C++ |
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public: static double Noncentralchi( double chsq, double df, double alam ) |
Parameters
- chsq
- Type: System..::.Double
A double scalar value representing the argument at which the function is to be evaluated.
- df
- Type: System..::.Double
A double scalar value representing the number of degrees of freedom. df must be positive.
- alam
- Type: System..::.Double
A double scalar value representing the noncentrality parameter. This must be nonnegative, and alam + df must be less than or equal to 200,000.
Return Value
A double scalar value representing the probability that a chi-squared random variable takes a value less than or equal to chsq.Remarks
The noncentral chi-squared random variable can be defined by the distribution function above, or alternatively and equivalently, as the sum of squares of independent normal random variables. If the have independent normal distributions with means and variances equal to one and
then has a noncentral chi-squared distribution with degrees of freedom and noncentrality parameter equal to With a noncentrality parameter of zero, the noncentral chi-squared distribution is the same as the chi-squared distribution.Cdf.Noncentralchi determines the point at which the Poisson weight is greatest, and then sums forward and backward from that point, terminating when the additional terms are sufficiently small or when a maximum of 1000 terms have been accumulated. The recurrence relation 26.4.8 of Abramowitz and Stegun (1964) is used to speed the evaluation of the central chi-squared distribution functions.