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UnivRNG (version 1.2.3)

draw.noncentral.F: Generates variates from doubly non-central F distribution

Description

This function implements pseudo-random number generation for a doubly non-central \(F\) distribution

$$F=\frac{X_{1}^{2}/n}{X_{2}^{2}/m}$$

where \(X_{1}^{2}\sim \chi^{2}(n,\lambda_{1})\), \(X_{2}^{2}\sim \chi^{2}(m,\lambda_{2})\), \(n\) and \(m\) are numerator and denominator degrees of freedom, respectively, and \(\lambda_{1}\) and \(\lambda_{2}\) are the numerator and denominator non-centrality parameters, respectively. It includes central and singly non-central F distributions as a special case.

Usage

draw.noncentral.F(nrep,dof1,dof2,ncp1,ncp2)

Arguments

nrep

Number of data points to generate.

dof1

Numerator degress of freedom.

dof2

Denominator degrees of freedom.

ncp1

Numerator non-centrality parameter.

ncp2

Denominator non-centrality parameter.

Value

A vector containing generated data.

See Also

draw.noncentral.chisquared

Examples

Run this code
# NOT RUN {
draw.noncentral.F(nrep=100000,dof1=2,dof2=4,ncp1=2,ncp2=4)
# }

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