Draw samples from a noncentral chi-square distribution.
The noncentral distribution is a generalisation of the distribution.
Parameters:Degrees of freedom, should be > 0.
Changed in version 1.10.0: Earlier NumPy versions required dfnum > 1.
Non-centrality, should be non-negative.
Output shape. If the given shape is, e.g., (m, n, k)
, then m * n * k
samples are drawn. If size is None
(default), a single value is returned if df
and nonc
are both scalars. Otherwise, np.broadcast(df, nonc).size
samples are drawn.
Drawn samples from the parameterized noncentral chi-square distribution.
Notes
The probability density function for the noncentral Chi-square distribution is
where is the Chi-square with q degrees of freedom.
In Delhi (2007), it is noted that the noncentral chi-square is useful in bombing and coverage problems, the probability of killing the point target given by the noncentral chi-squared distribution.
References
[1] Delhi, M.S. Holla, âOn a noncentral chi-square distribution in the analysis of weapon systems effectivenessâ, Metrika, Volume 15, Number 1 / December, 1970.Examples
Draw values from the distribution and plot the histogram
>>> import matplotlib.pyplot as plt >>> values = plt.hist(np.random.noncentral_chisquare(3, 20, 100000), ... bins=200, density=True) >>> plt.show()
Draw values from a noncentral chisquare with very small noncentrality, and compare to a chisquare.
>>> plt.figure() >>> values = plt.hist(np.random.noncentral_chisquare(3, .0000001, 100000), ... bins=np.arange(0., 25, .1), density=True) >>> values2 = plt.hist(np.random.chisquare(3, 100000), ... bins=np.arange(0., 25, .1), density=True) >>> plt.plot(values[1][0:-1], values[0]-values2[0], 'ob') >>> plt.show()
Demonstrate how large values of non-centrality lead to a more symmetric distribution.
>>> plt.figure() >>> values = plt.hist(np.random.noncentral_chisquare(3, 20, 100000), ... bins=200, density=True) >>> plt.show()
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