Knowledge

Noncentral distribution

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distribution. These types of distributions occur for distributions that are defined as the quotient of two independent distributions. When both source distributions are central (either with a zero mean or a zero noncentrality parameter, depending on the type of distribution), the result is a
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Each of these distributions has a single noncentrality parameter. However, there are extended versions of these distributions which have two noncentrality parameters: the doubly noncentral beta distribution, the doubly noncentral F distribution and the doubly noncentral
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central distribution. When one is noncentral, a (singly) noncentral distribution results, while if both are noncentral, the result is a doubly noncentral distribution. As an example, a
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If the noncentrality parameter of a distribution is zero, the distribution is identical to a distribution in the central family. For example, the
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There are some "noncentral distributions" that are not usually formulated in terms of a "noncentrality parameter": see
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is defined (ignoring constant values) as the quotient of a normal distribution and the square root of an independent
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of zero; the noncentral versions generalize to arbitrary means. For example, the standard (central)
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Online calculator for critical values, cumulative probabilities, and critical noncentral parameters
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In general, noncentrality parameters occur in distributions that are transformations of a
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that are related to other "central" families of distributions by means of a
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generalizes this to normal distributions with arbitrary mean and variance.
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Noncentrality parameters are used in the following distributions:
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Continuous univariate distributions, Volume 2 (2nd Edition)
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Confidence intervals by means of noncentrality parameters
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distributions, i.e., normal distributions with mean 0,
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is the distribution of a sum of squared independent
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Index

Noncentrality parameter
probability distributions
test statistic
null
alternative hypothesis
statistical power
Student's t-distribution
noncentral t-distribution
Noncentral t-distribution
Noncentral chi-squared distribution
Noncentral chi-distribution
Noncentral F-distribution
Noncentral beta distribution
normal distribution
mean
chi-squared distribution
standard normal
variance
noncentral chi-squared distribution
t-distribution
chi-squared distribution
noncentral t-distribution
noncentral chi-squared distribution
doubly noncentral t-distribution
noncentral hypergeometric distributions
Confidence intervals by means of noncentrality parameters
ISBN
0-19-920613-9
ISBN
0-471-58494-0

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