Inference of non-centrality parameter of a truncated non-central chi-squared distribution

doi:10.1016/j.jspi.2008.11.007

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	Inference of non-centrality parameter of a truncated non-central chi-squared distribution
	Li, Qizhai1,2 ; Yu, Kai 1
	2009-07-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	139 期号:7 页码:2431-2444
摘要	Non-central chi-squared distribution plays a vital role in statistical testing procedures. Estimation of the non-centrality parameter provides valuable information for the power calculation of the associated test. We are interested in the statistical inference property of the non-centrality parameter estimate based on one observation (usually a summary statistic) from a truncated chi-squared distribution. This work is motivated by the application of the flexible two-stage design in case-control studies, where the sample size needed for the second stage of a two-stage study can be determined adaptively by the results of the first stage. We first study the moment estimate for the truncated distribution and prove its existence, uniqueness, and inadmissibility and convergence properties. We then define a new class of estimates that includes the moment estimate as a special case. Among this class of estimates, we recommend to use one member that Outperforms the moment estimate in a wide range of scenarios. We also present two methods for constructing confidence intervals. Simulation studies are conducted to evaluate the performance of the proposed point and interval estimates. Published by Elsevier B.V
关键词	Truncated non-central chi-squared distribution Moment estimate Mean-squared error Generalized Bayes rule Inadmissibility
DOI	10.1016/j.jspi.2008.11.007
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000265170600031
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/7699
专题	系统科学研究所
通讯作者	Yu, Kai
作者单位	1.NCI, Biostat Branch, Div Canc Epidemiol & Genet, NIH, Bethesda, MD 20892 USA 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Li, Qizhai,Yu, Kai. Inference of non-centrality parameter of a truncated non-central chi-squared distribution[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2009,139(7):2431-2444.
APA	Li, Qizhai,&Yu, Kai.(2009).Inference of non-centrality parameter of a truncated non-central chi-squared distribution.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,139(7),2431-2444.
MLA	Li, Qizhai,et al."Inference of non-centrality parameter of a truncated non-central chi-squared distribution".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 139.7(2009):2431-2444.