nctpdf
Noncentral -probability density function (PDF).
For each element of x, compute the probability density function (PDF) of the noncentral -distribution with df degrees of freedom and noncentrality parameter mu. The size of y is the common size of x, df, and mu. 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_t-distribution
See also: nctcdf, nctinv, nctrnd, nctstat, tpdf
Source Code: nctpdf
## Plot various PDFs from the noncentral T distribution x = -5:0.01:10; y1 = nctpdf (x, 1, 0); y2 = nctpdf (x, 4, 0); y3 = nctpdf (x, 1, 2); y4 = nctpdf (x, 4, 2); plot (x, y1, "-r", x, y2, "-g", x, y3, "-k", x, y4, "-m") grid on xlim ([-5, 10]) ylim ([0, 0.4]) legend ({"df = 1, μ = 0", "df = 4, μ = 0", ... "df = 1, μ = 2", "df = 4, μ = 2"}, "location", "northeast") title ("Noncentral T PDF") xlabel ("values in x") ylabel ("density") |
## Compare the noncentral T PDF with MU = 1 to the T PDF ## with the same number of degrees of freedom (10). x = -5:0.1:5; y1 = nctpdf (x, 10, 1); y2 = tpdf (x, 10); plot (x, y1, "-", x, y2, "-"); grid on xlim ([-5, 5]) ylim ([0, 0.4]) legend ({"Noncentral χ^2(4,2)", "χ^2(4)"}, "location", "northwest") title ("Noncentral T vs T PDFs") xlabel ("values in x") ylabel ("density") |