On estimating the non-centrality parameter of a chi-squared distribution

doi:10.1016/j.spl.2008.07.025

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	On estimating the non-centrality parameter of a chi-squared distribution
	Li, Qizhai1 ; Zhang, Junjian 2,3; Dai, Shuai 3
	2009
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	79 期号:1 页码:98-104
摘要	Non-central chi-squared distribution plays a vital role in commonly used statistical testing procedures. The non-centrality parameter A provides valuable information on the power of the associated test. In this paper. based on one observation X sampled from a chi-squared distribution with p degrees of freedom and non-centrality parameter S, we study a new class of non-centrality parameter estimators (delta) over cap (beta)(X) = max {X - p. beta X), 0 <= beta < 1, and investigate their statistical properties under the quadratic loss function. Theoretical and simulation studies indicate that <(delta)over cap>(1/(1+p))(X) generally works well compared with other existing estimators, especially for relatively small and moderate delta. (c) 2008 Elsevier B.V. All rights reserved.
DOI	10.1016/j.spl.2008.07.025
语种	英语
资助项目	Knowledge Innovation Program of the Chinese Academy of Sciences[30465W0] ; Knowledge Innovation Program of the Chinese Academy of Sciences[30475V0] ; Guangxi Science Foundation[0832102]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000262239100014
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/8988
专题	系统科学研究所
通讯作者	Li, Qizhai
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Guangxi Normal Univ, Guilin 541004, Peoples R China 3.Beijing Univ Technol, Beijing 100124, Peoples R China
推荐引用方式 GB/T 7714	Li, Qizhai,Zhang, Junjian,Dai, Shuai. On estimating the non-centrality parameter of a chi-squared distribution[J]. STATISTICS & PROBABILITY LETTERS,2009,79(1):98-104.
APA	Li, Qizhai,Zhang, Junjian,&Dai, Shuai.(2009).On estimating the non-centrality parameter of a chi-squared distribution.STATISTICS & PROBABILITY LETTERS,79(1),98-104.
MLA	Li, Qizhai,et al."On estimating the non-centrality parameter of a chi-squared distribution".STATISTICS & PROBABILITY LETTERS 79.1(2009):98-104.