Confidence intervals for the noncentral chi-squared distribution
โ Scribed by John T. Kent; Timothy J. Hainsworth
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 626 KB
- Volume
- 46
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
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