Noncentral Chi Distribution - Related Distributions

Related Distributions

• If is a random variable with the non-central chi distribution, the random variable will have the noncentral chi-squared distribution. Other related distributions may be seen there.

• If is chi distributed: then is also non-central chi distributed: . In other words, the chi distribution is a special case of the non-central chi distribution (i.e., with a non-centrality parameter of zero).

• A noncentral chi distribution with 2 degrees of freedom is equivalent to a Rice distribution with .

• If X follows a noncentral chi distribution with 1 degree of freedom and noncentrality parameter λ, then σX follows a folded normal distribution whose parameters are equal to σλ and σ2 for any value of σ.