The noncentral F distribution is a generalization of the __F_distrib.
It is defined as the ratio
- F = (X/v1) / (Y/v2)
+[expression F = (X/v1) / (Y/v2)]
where X is a noncentral [chi][super 2]
random variable with /v1/ degrees of freedom and non-centrality parameter [lambda],
[equation nc_f_ref1]
-where L[sub a][super b](c) is a generalised Laguerre polynomial and B(a,b) is the
+where ['L[sub a][super b](c)] is a generalised Laguerre polynomial and ['B(a,b)] is the
__beta function, or
[equation nc_f_ref2]
Constructs a non-central beta distribution with parameters /v1/ and /v2/
and non-centrality parameter /lambda/.
-Requires v1 > 0, v2 > 0 and lambda >= 0, otherwise calls __domain_error.
+Requires /v1/ > 0, /v2/ > 0 and lambda >= 0, otherwise calls __domain_error.
RealType degrees_of_freedom1()const;
[[Function][Implementation Notes]]
[[pdf][Implemented in terms of the non-central beta PDF using the relation:
-f(x;v1,v2;[lambda]) = (v1\/v2) / ((1+y)*(1+y)) * g(y\/(1+y);v1\/2,v2\/2;[lambda])
+[role serif_italic f(x;v1,v2;[lambda]) = (v1\/v2) / ((1+y)*(1+y)) * g(y\/(1+y);v1\/2,v2\/2;[lambda])]
-where g(x; a, b; [lambda]) is the non central beta PDF, and:
-
-y = x * v1 \/ v2
+where [role serif_italic g(x; a, b; [lambda])] is the non central beta PDF, and:
+
+[role serif_italic y = x * v1 \/ v2]
]]
[[cdf][Using the relation:
-p = B[sub y](v1\/2, v2\/2; [lambda])
+[role serif_italic p = B[sub y](v1\/2, v2\/2; [lambda])]
-where B[sub x](a, b; [lambda]) is the noncentral beta distribution CDF and
+where [role serif_italic B[sub x](a, b; [lambda])] is the noncentral beta distribution CDF and
-y = x * v1 \/ v2
+[role serif_italic y = x * v1 \/ v2]
]]
[[cdf complement][Using the relation:
-q = 1 - B[sub y](v1\/2, v2\/2; [lambda])
+[role serif_italic q = 1 - B[sub y](v1\/2, v2\/2; [lambda])]
-where 1 - B[sub x](a, b; [lambda]) is the complement of the
+where [role serif_italic 1 - B[sub x](a, b; [lambda])] is the complement of the
noncentral beta distribution CDF and
-y = x * v1 \/ v2
+[role serif_italic y = x * v1 \/ v2]
]]
[[quantile][Using the relation:
-x = (bx \/ (1-bx)) * (v1 \/ v2)
+[role serif_italic x = (bx \/ (1-bx)) * (v1 \/ v2)]
where
-bx = Q[sub p][super -1](v1\/2, v2\/2; [lambda])
+[role serif_italic bx = Q[sub p][super -1](v1\/2, v2\/2; [lambda])]
and
-Q[sub p][super -1](v1\/2, v2\/2; [lambda])
+[role serif_italic Q[sub p][super -1](v1\/2, v2\/2; [lambda])]
is the noncentral beta quantile.
from the complement][
Using the relation:
-x = (bx \/ (1-bx)) * (v1 \/ v2)
+[role serif_italic x = (bx \/ (1-bx)) * (v1 \/ v2)]
where
-bx = QC[sub q][super -1](v1\/2, v2\/2; [lambda])
+[role serif_italic bx = QC[sub q][super -1](v1\/2, v2\/2; [lambda])]
and
-QC[sub q][super -1](v1\/2, v2\/2; [lambda])
+[role serif_italic QC[sub q][super -1](v1\/2, v2\/2; [lambda])]
is the noncentral beta quantile from the complement.]]
-[[mean][v2 * (v1 + l) \/ (v1 * (v2 - 2))]]
+[[mean][[role serif_italic v2 * (v1 + l) \/ (v1 * (v2 - 2))]]]
[[mode][By numeric maximalisation of the PDF.]]
[[variance][Refer to, [@http://mathworld.wolfram.com/NoncentralF-Distribution.html
Weisstein, Eric W. "Noncentral F-Distribution." From MathWorld--A Wolfram Web Resource.] ]]