scipy.special.chndtr#
- scipy.special.chndtr(x, df, nc, out=None) = <ufunc 'chndtr'>#
Non-central chi square cumulative distribution function
The cumulative distribution function is given by:
\[P(\chi^{\prime 2} \vert \nu, \lambda) =\sum_{j=0}^{\infty} e^{-\lambda /2} \frac{(\lambda /2)^j}{j!} P(\chi^{\prime 2} \vert \nu + 2j),\]where \(\nu > 0\) is the degrees of freedom (
df) and \(\lambda \geq 0\) is the non-centrality parameter (nc).- Parameters
- xarray_like
Upper bound of the integral; must satisfy
x >= 0- dfarray_like
Degrees of freedom; must satisfy
df > 0- ncarray_like
Non-centrality parameter; must satisfy
nc >= 0- outndarray, optional
Optional output array for the function results
- Returns
- xscalar or ndarray
Value of the non-central chi square cumulative distribution function.