A note on the noncentral chi-square distribution
โ Scribed by M.E Bock; Z Govindarajulu
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 133 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
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
Asymptotic expansions for large deviation probabilities are used to approximate the cumulative distribution functions of noncentral generalized chi-square distributions, preferably in the far tails. The basic idea of how to deal with the tail probabilities consists in first rewriting these probabili