ncfcdf
"upper"
)Noncentral -cumulative distribution function (CDF).
For each element of x, compute the cumulative distribution function (CDF) of the noncentral -distribution with df1 and df2 degrees of freedom and noncentrality parameter lambda. The size of p 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.
p = ncfcdf (x, df1, df2, lambda, "upper")
computes the upper tail probability of the noncentral -distribution
with parameters df1, df2, and lambda, at the values in
x.
Further information about the noncentral -distribution can be found at https://en.wikipedia.org/wiki/Noncentral_F-distribution
See also: ncfinv, ncfpdf, ncfrnd, ncfstat, fcdf
Source Code: ncfcdf
## Plot various CDFs from the noncentral F distribution x = 0:0.01:5; p1 = ncfcdf (x, 2, 5, 1); p2 = ncfcdf (x, 2, 5, 2); p3 = ncfcdf (x, 5, 10, 1); p4 = ncfcdf (x, 10, 20, 10); plot (x, p1, "-r", x, p2, "-g", x, p3, "-k", x, p4, "-m") grid on xlim ([0, 5]) 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", "southeast") title ("Noncentral F CDF") xlabel ("values in x") ylabel ("probability") |
## Compare the noncentral F CDF with LAMBDA = 10 to the F CDF with the ## same number of numerator and denominator degrees of freedom (5, 20) x = 0.01:0.1:10.01; p1 = ncfcdf (x, 5, 20, 10); p2 = fcdf (x, 5, 20); plot (x, p1, "-", x, p2, "-"); grid on xlim ([0, 10]) legend ({"Noncentral F(5,20,10)", "F(5,20)"}, "location", "southeast") title ("Noncentral F vs F CDFs") xlabel ("values in x") ylabel ("probability") |