cf_chi2

Purpose

This Matlab function returns the value of the characteristic function of

• chi-squared distribution with k degrees of freedom, or
• chi-squared distribution with k degrees of freedom and non-centrality parameter lambda.

Arguments

• t ... a real or complex number or vector at which to evaluate this characteristic function.
• k ... number of degrees of freedom, a positive integer scalar.
• lambda ... optional argument denoting the non-centrality parameter. If zero, or missing, this function returns the value of the central chi-squared distribution.

Usage

tt = cf_chi2(t,2)