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Noncentral F Distribution

Let $\lambda>0$ and $\nu_{1}>0$ and $\nu_{2}>0.$

$$\begin{eqnarray*} f\left(x;\lambda,\nu_{1},\nu_{2}\right) & = & \exp\left[\frac{\lambda}{2}+\frac{\left(\lambda\nu_{1}x\right)}{2\left(\nu_{1}x+\nu_{2}\right)}\right]\nu_{1}^{\nu_{1}/2}\nu_{2}^{\nu_{2}/2}x^{\nu_{1}/2-1}\\ & & \times\left(\nu_{2}+\nu_{1}x\right)^{-\left(\nu_{1}+\nu_{2}\right)/2}\frac{\Gamma\left(\frac{\nu_{1}}{2}\right)\Gamma\left(1+\frac{\nu_{2}}{2}\right)L_{\nu_{2}/2}^{\nu_{1}/2-1}\left(-\frac{\lambda\nu_{1}x}{2\left(\nu_{1}x+\nu_{2}\right)}\right)}{B\left(\frac{\nu_{1}}{2},\frac{\nu_{2}}{2}\right)\Gamma\left(\frac{\nu_{1}+\nu_{2}}{2}\right)}\end{eqnarray*}$$

Implementation: scipy.stats.ncf