numpy.random.RandomState.noncentral_chisquare

RandomState.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.

Parameters:

df : float or array_like of floats

Degrees of freedom, should be > 0.

Changed in version 1.10.0: Earlier NumPy versions required dfnum > 1.

nonc : float or array_like of floats

Non-centrality, should be non-negative.

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. 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.

Returns:

out : ndarray or scalar

Drawn samples from the parameterized noncentral chi-square distribution.

Notes

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

P(x;df,nonc) = \sum^{\infty}_{i=0} \frac{e^{-nonc/2}(nonc/2)^{i}}{i!} \P_{Y_{df+2i}}(x),

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.

References

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

[2]	Wikipedia, “Noncentral chi-square distribution” http://en.wikipedia.org/wiki/Noncentral_chi-square_distribution

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()