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bundles / numpy latest / numpy / random / RandomState / noncentral_chisquare

cython_function_or_method

numpy.random:RandomState.noncentral_chisquare

Signature

def   noncentral_chisquare ( df nonc size = None )

Summary

Draw samples from a noncentral chi-square distribution.

Extended Summary

The noncentral distribution is a generalization of the distribution.

Parameters

df : float or array_like of floats

Degrees of freedom, must be > 0.

nonc : float or array_like of floats

Non-centrality, must be non-negative.

size : int or tuple of ints, optional

Output shape. If the given shape is, e.g., (m, n, k), then m * n * k samples are drawn. If size is None (default), a single value is returned if df and nonc are both scalars. Otherwise, np.broadcast(df, nonc).size samples are drawn.

Returns

out : ndarray or scalar

Drawn samples from the parameterized noncentral chi-square distribution.

Notes

The probability density function for the noncentral Chi-square distribution is

where is the Chi-square with q degrees of freedom.

Examples

Draw values from the distribution and plot the histogram
import matplotlib.pyplot as plt
values = plt.hist(np.random.noncentral_chisquare(3, 20, 100000),
                  bins=200, density=True)
plt.show()
fig-6f3d1544448919ca.png
Draw values from a noncentral chisquare with very small noncentrality, and compare to a chisquare.
plt.figure()
values = plt.hist(np.random.noncentral_chisquare(3, .0000001, 100000),
                  bins=np.arange(0., 25, .1), density=True)
values2 = plt.hist(np.random.chisquare(3, 100000),
                   bins=np.arange(0., 25, .1), density=True)
plt.plot(values[1][0:-1], values[0]-values2[0], 'ob')
plt.show()
fig-d14612ab83621d39.png
Demonstrate how large values of non-centrality lead to a more symmetric distribution.
plt.figure()
values = plt.hist(np.random.noncentral_chisquare(3, 20, 100000),
                  bins=200, density=True)
plt.show()
fig-526c344b0c4f2c9b.png

See also

random.Generator.noncentral_chisquare

which should be used for new code.

Aliases

  • numpy.random.noncentral_chisquare
  • numpy.random.RandomState.noncentral_chisquare