Non Central Chi Square Distribution

The Non Central Chi Square Distribution is a generalization of the Chi-Square Distribution.If $Y_{1} ,Y_{2} ,\cdots ,Y_{n} \sim N(0,1)$ i.e. $(Y_{i} \sim N(0,1)) \Rightarrow y_{i}^{2} \sim \psi _{i}^{2}$ and $\sum y_{i}^{2}  \sim \psi _{(n)}^{2} $ If mean ($\mu $) is non-zero then $y_{i} \sim N(\mu _{i} ,1)$ i.e each $y_{i} …

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