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noncentral chi distribution : ウィキペディア英語版
noncentral chi distribution

I_(\lambda x)|
cdf =|
mean =\sqrt}L_^\left(\frac\right)\,|
median =|
mode =|
variance =k+\lambda^2-\mu^2\,|
skewness =|
kurtosis =|
entropy =|
mgf =|
char =
}}
In probability theory and statistics, the noncentral chi distribution is a generalization of the chi distribution. If X_i are ''k'' independent, normally distributed random variables with means \mu_i and variances \sigma_i^2, then the statistic
:Z = \sqrt\right)^2}
is distributed according to the noncentral chi distribution. The noncentral chi distribution has two parameters: k which specifies the number of degrees of freedom (i.e. the number of X_i), and \lambda which is related to the mean of the random variables X_i by:
:\lambda=\sqrt\right)^2}
==Properties==


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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