A characterization of the normal distribution by the independence of a pair of random vectors and a property of the noncentral chi-square statistic
โ Scribed by Lyle Cook
- Publisher
- Elsevier Science
- Year
- 1971
- Tongue
- English
- Weight
- 142 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0047-259X
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๐ SIMILAR VOLUMES
The purpose of this paper is to give an explicit estimator dominating the positive part of the UMVUE of a noncentrality parameter of a noncentral \(\chi_{n}^{2}(\mu 2)\). Let \(Y \sim \chi_{n}^{2}(\mu / 2)\) with degree of freedom \(n\) and unknown parameter \(\mu\), loss \(=(\delta-\mu)^{2}\). In h
Suppose X,, X,, ..., X, are independent and identically distributed random variables with absolutely continuous distribution function F. It is known that if F is standard normal distribution then (i) 2 X : is a chi-square with n degrees of freedom and (ii) nX2 is a chi-square with 1 degrees of freed