ncx2inv

Noncentral chi-square inverse cumulative distribution function

Syntax

```X = ncx2inv(P,V,DELTA) ```

Description

`X = ncx2inv(P,V,DELTA)` returns the inverse of the noncentral chi-square cdf using the corresponding degrees of freedom in `V` and positive noncentrality parameters in `DELTA`, at the corresponding probabilities in `P`. `P`, `V`, and `DELTA` can be vectors, matrices, or multidimensional arrays that all have the same size, which is also the size of `X`. A scalar input for `P`, `V`, or `DELTA` is expanded to a constant array with the same dimensions as the other inputs.

Examples

```ncx2inv([0.01 0.05 0.1],4,2) ans = 0.4858 1.1498 1.7066```

Algorithms

`ncx2inv` uses Newton's method to converge to the solution.

References

[1] Evans, M., N. Hastings, and B. Peacock. Statistical Distributions. 2nd ed., Hoboken, NJ: John Wiley & Sons, Inc., 1993, pp. 50–52.

[2] Johnson, N., and S. Kotz. Distributions in Statistics: Continuous Univariate Distributions-2. Hoboken, NJ: John Wiley & Sons, Inc., 1970, pp. 130–148.

Version History

Introduced before R2006a