numpy.random.noncentral_chisquare(df, nonc, size=None)

Draw samples from a noncentral chi-square distribution.

The noncentral \chi^2 distribution is a generalisation of the \chi^2 distribution.


df : int

Degrees of freedom, should be > 0 as of Numpy 1.10, should be > 1 for earlier versions.

nonc : float

Non-centrality, should be > 0.

size : int or tuple of ints, optional

Output shape. If the given shape is, e.g., (m, n, k), then m * n * k samples are drawn. Default is None, in which case a single value is returned.


The probability density function for the noncentral Chi-square distribution is

P(x;df,nonc) = \sum^{\infty}_{i=0}

where Y_{q} 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.


[R245]Delhi, M.S. Holla, “On a noncentral chi-square distribution in the analysis of weapon systems effectiveness”, Metrika, Volume 15, Number 1 / December, 1970.
[R246]Wikipedia, “Noncentral chi-square distribution”


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, normed=True)

(Source code, png, pdf)


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), normed=True)
>>> values2 = plt.hist(np.random.chisquare(3, 100000),
...                    bins=np.arange(0., 25, .1), normed=True)
>>> plt.plot(values[1][0:-1], values[0]-values2[0], 'ob')

(png, pdf)


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, normed=True)

(png, pdf)