x = ncfrnd (p, df1, df2, lambda) returns an array of random numbers chosen from the noncentral $F$-distribution with df1 and df2 degrees of freedom and noncentrality parameter lambda. The size of r is the common size of df1, df2, and lambda. A scalar input functions as a constant matrix of the same size as the other input.

ncfrnd generates values using the definition of a noncentral $F$ random variable, as the ratio of a noncentral chi-squared distribution and a (central) chi-squared distribution.

When called with a single size argument, ncfrnd returns a square matrix with the dimension specified. When called with more than one scalar argument, the first two arguments are taken as the number of rows and columns and any further arguments specify additional matrix dimensions. The size may also be specified with a row vector of dimensions, sz.

Further information about the noncentral $F$-distribution can be found at https://en.wikipedia.org/wiki/Noncentral_F-distribution

See also: ncfcdf, ncfinv, ncfpdf, ncfstat, frnd, ncx2rnd, chi2rnd

Source Code: ncfrnd