In probability theory and statistics, the noncentral F-distribution is a continuous probability distribution that is a generalization of the (ordinary) F-distribution.

Implementations

The noncentral F-distribution is implemented in the R programming language (e.g., pf function), in MATLAB (ncfcdf, ncfinv, ncfpdf, ncfrnd and ncfstat functions in the statistics toolbox) and in Mathematica (NoncentralFRatioDistribution function).

References

• Eric W. Weisstein et al., Noncentral F-distribution, from MathWorld.