the noncentral chi distribution is a noncentral generalization of the chi distribution. It is also known as the generalized Rayleigh distribution. If...
6 KB (896 words) - 22:16, 1 March 2023
following distributions: Noncentral t-distribution Noncentral chi-squared distribution Noncentral chi-distribution Noncentral F-distribution Noncentral beta...
4 KB (482 words) - 09:01, 22 November 2022
the noncentral chi-squared distribution (or noncentral chi-square distribution, noncentral χ 2 {\displaystyle \chi ^{2}} distribution) is a noncentral generalization...
21 KB (3,719 words) - 17:54, 17 March 2025
F-distribution. It describes the distribution of the quotient (X/n1)/(Y/n2), where the numerator X has a noncentral chi-squared distribution with n1 degrees of freedom...
5 KB (837 words) - 22:07, 21 May 2025
This distribution is sometimes called the central chi-squared distribution, a special case of the more general noncentral chi-squared distribution. The...
45 KB (6,817 words) - 10:25, 19 March 2025
The noncentral beta distribution (Type I) is the distribution of the ratio X = χ m 2 ( λ ) χ m 2 ( λ ) + χ n 2 , {\displaystyle X={\frac {\chi _{m}^{2}(\lambda...
6 KB (812 words) - 12:20, 6 November 2022
and statistics, the chi distribution is a continuous probability distribution over the non-negative real line. It is the distribution of the positive square...
10 KB (1,726 words) - 21:53, 23 November 2024
distribution. The generalized chi-squared variable may be described in multiple ways. One is to write it as a weighted sum of independent noncentral chi-square...
16 KB (2,076 words) - 18:57, 27 April 2025
The noncentral t-distribution generalizes Student's t-distribution using a noncentrality parameter. Whereas the central probability distribution describes...
15 KB (2,513 words) - 14:57, 15 October 2024
Gamma distribution, and it is used in goodness-of-fit tests in statistics. The inverse-chi-squared distribution The noncentral chi-squared distribution The...
22 KB (2,620 words) - 07:59, 2 May 2025
then R 2 {\displaystyle R^{2}} has a noncentral chi-squared distribution with two degrees of freedom and noncentrality parameter ν 2 {\displaystyle \nu ^{2}}...
20 KB (3,150 words) - 12:42, 7 February 2025
beta prime distribution If V 1 ∼ χ ′ k 1 2 ( λ ) {\displaystyle V_{1}\sim {\chi '}_{k_{1}}^{2}(\lambda )} , a noncentral chi-squared distribution, and V 2...
53 KB (10,468 words) - 04:59, 2 March 2025
{\textstyle |X-\mu |/\sigma \sim \chi _{1}} . The square of X / σ {\textstyle X/\sigma } has the noncentral chi-squared distribution with one degree of freedom:...
149 KB (22,634 words) - 01:44, 24 May 2025
(Fisher's z-distribution) The noncentral F-distribution simplifies to the F-distribution if λ = 0 {\displaystyle \lambda =0} . The doubly noncentral F-distribution...
14 KB (2,271 words) - 10:42, 23 April 2025
Rayleigh distribution is a continuous probability distribution for nonnegative-valued random variables. Up to rescaling, it coincides with the chi distribution...
16 KB (2,251 words) - 04:19, 13 February 2025
The noncentral t distribution generalizes the t distribution to include a noncentrality parameter. Unlike the nonstandardized t distributions, the noncentral...
55 KB (6,423 words) - 04:28, 19 May 2025
{\mu }})+k\ln(2\pi )\right]} , The circularly symmetric version of the noncentral complex case, where z {\displaystyle {\boldsymbol {z}}} is a vector of...
65 KB (9,594 words) - 15:19, 3 May 2025
= 1 then this distribution is a chi-squared distribution with n degrees of freedom. The Wishart distribution arises as the distribution of the sample...
27 KB (4,194 words) - 18:43, 6 April 2025
Zero degrees of freedom (category Normal distribution)
sum of squares above has a non-central chi-squared distribution with n degrees of freedom and "noncentrality parameter" μ 1 2 + ⋯ + μ n 2 . {\displaystyle...
2 KB (324 words) - 05:58, 22 October 2017
n_{x}+n_{y}-1-p).} The non-null distribution of this statistic is the noncentral F-distribution (the ratio of a non-central Chi-squared random variable and...
18 KB (1,980 words) - 21:40, 18 September 2024
product distribution is a probability distribution constructed as the distribution of the product of random variables having two other known distributions. Given...
38 KB (8,274 words) - 11:12, 12 February 2025
shared with the noncentral chi-squared distribution. Karl Pearson (Pearson 1895, pp. 357, 360, 373–376) also showed that the gamma distribution is a Pearson...
245 KB (40,562 words) - 12:56, 14 May 2025
category Noncentral beta distribution Noncentral chi distribution Noncentral chi-squared distribution Noncentral F-distribution Noncentral hypergeometric...
87 KB (8,280 words) - 23:04, 12 March 2025
noncentral F distribution. While with a given population standard deviation σ {\displaystyle \sigma } , the same test question applies noncentral chi-squared...
56 KB (7,836 words) - 14:21, 20 May 2025
2(m-p+1)}.} Chi-squared distribution Dirichlet distribution F-distribution Gamma distribution Hotelling's T-squared distribution Student's t-distribution Wishart...
4 KB (635 words) - 18:11, 30 November 2024
elliptical distribution is any member of a broad family of probability distributions that generalize the multivariate normal distribution. Intuitively...
15 KB (1,751 words) - 03:08, 14 February 2025
Marcum Q-function (category Functions related to probability distributions)
as a complementary cumulative distribution function for noncentral chi, noncentral chi-squared, and Rice distributions. In engineering, this function...
29 KB (7,425 words) - 09:14, 10 January 2025
{\textrm {RSS}}/\sigma ^{2}} has a chi-squared distribution with k {\displaystyle k} degrees of freedom and noncentrality parameter λ {\displaystyle \lambda...
6 KB (969 words) - 00:01, 31 July 2024
Characteristic function (probability theory) (category Functions related to probability distributions)
of any real-valued random variable completely defines its probability distribution. If a random variable admits a probability density function, then the...
38 KB (5,208 words) - 13:53, 16 April 2025
When μ = 0, the distribution of Y is a half-normal distribution. The random variable (Y/σ)2 has a noncentral chi-squared distribution with 1 degree of...
18 KB (3,424 words) - 02:55, 1 August 2024