In probability theory and statistics, the noncentral chi distribution is a generalization of the chi distribution. If are k independent, normally distributed random variables with means and variances, then the statistic
is distributed according to the noncentral chi distribution. The noncentral chi distribution has two parameters: which specifies the number of degrees of freedom (i.e. the number of ), and which is related to the mean of the random variables by:
Read more about Noncentral Chi Distribution: Properties, Bivariate Non-central Chi Distribution, Related Distributions
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