Estimation of the noncentrality parameter of an F-distribution
β Scribed by Andrew L. Rukhin
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 527 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0378-3758
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π 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
Newton-Raphson's method plays a fundamental role in the maximum likelihood estimation of the two parameters of the Weibull probability distribution. It is well known that the method depends on the initial point of the iterative process and the iteration does not always converge. In the present art