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Noncentral chi
Parameters
degrees of freedom
Support
PDF
CDF
with Marcum Q-function
Mean
Variance
, where is the mean
In probability theory and statistics, the noncentral chi distribution[1] is a noncentral generalization of the chi distribution. It is also known as the generalized Rayleigh distribution.
^J. H. Park (1961). "Moments of the Generalized Rayleigh Distribution". Quarterly of Applied Mathematics. 19 (1): 45–49. doi:10.1090/qam/119222. JSTOR 43634840.
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