A Recurrence Relation for Moments of the Noncentral Chi Square
โ Scribed by Withers, Christopher S; Nadarajah, Saralees
- Book ID
- 118059882
- Publisher
- American Statistical Association
- Year
- 2007
- Tongue
- English
- Weight
- 92 KB
- Volume
- 61
- Category
- Article
- ISSN
- 0003-1305
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
An e cient algorithm is provided for computing quantiles of the noncentral chi-squared distribution. Newton's method, which requires the evaluations of both of the noncentral chi-squared distribution function and the density, is used. A close relationship between their recursive computing formulas i