ncfcdf
"upper")Noncentral F cumulative distribution function (CDF).
For each element of x, compute the cumulative distribution function (CDF) of the noncentral F 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 F distribution with
parameters df1, df2, and lambda, at the values in x.
Further information about the noncentral F 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")
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## 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")
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