Computation of cumulative density of noncentral chi-square distribution in Excel

Abstract

Noncentral distributions are obtained by transformation of their respective central distributions, and are identified by a noncentrality parameter. The noncentrality parameter measures the degree to which mean of test statistics departs, when the null hypothesis is false. Central distributions are used to describe test statistics, when the null hypothesis is true. Noncentral distributions are used to calculate statistical power of a test in situations when the null hypothesis is false. The paper presents Visual Basic for Application code in Microsoft Excel to compute the cumulative distribution function for noncentral chi-square distributions. The results obtained were found to be comparable with the reported values.