I have a problem with the computation of a chi squared distribution in Matlab. I have a quadratic form : y' Px y, this form has a non central chi squared distribution with r degrees of freedom and a parameter of non centrality lambda.

My question is : How could I turn this noncentral distribution into central distribution ? I have tried the Patnaik approximation, but I think I have a problem in Matlab. I use chi2pdf(x,r') where r' is the new dof (Patnaik), and I multiply this pdf by c' (which is the Patnaik coefficient). But the result doesn't fit with the result of the noncentral pdf (ncx2pdf(x,r,lambda)).

If anyone has a beginning of an answer, it' fantastic !

Thanks