Noncentral chi-squared distribution

Summary

The noncentral chi-squared distribution is the distribution of a sum of squares of independent normal variables with unit variance and arbitrary means. It has two parameters: the number $k$ of terms and the noncentrality $\lambda$, the sum of the squared means. For $\lambda = 0$ it is the ordinary chi-squared distribution. It describes the distribution of chi-squared test statistics under alternatives, so it is used to compute the power of these tests.