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Estimation of the Non-Centrality Parameter of a Chi-Square Distribution

机译：卡方分布的非中心性参数估计

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摘要

The non-central chi-square distribution arises in various statistical analyses. The estimation of the non-centrality parameter of the distribution is of importance in some problems. In this paper it is shown that the maximum likelihood estimator is inadmissible with respect to the squared error loss function. It is trivially minimax since all estimators have unbounded maximum risk. A class of estimators is given which are admissible and minimax for a modified loss function. (Author)

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作者
Lal Saxena, K. M.; Alam, K.;
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年度 1980
页码 p.1-19
总页数 19
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Probability distribution functions; Chi square test; Analysis of variance; Estimates; Risk; Minimax technique; Bayes theorem; Bessel functions; Probability density functions; Hypergeometric functions;

机译：概率分布函数;卡方检验;方差分析;估计;风险; minimax技术;贝叶斯定理;贝塞尔函数;概率密度函数;超几何函数;

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专利

1. On estimating the non-centrality parameter of a chi-squared distribution [J] . Li QZ, Zhang JJ, Dai S Statistics & Probability Letters . 2009,第1期

机译：估计卡方分布的非中心参数
2. Inference of non-centrality parameter of a truncated non-central chi-squared distribution [J] . Li QZ, Yu K Journal of Statistical Planning and Inference . 2009,第7期

机译：截断的非中心卡方分布的非中心参数的推论
3. Asymptotic non-deficiency of the Bayes sequential estimation in a family of transformed Chi-square distributions [J] . Eisa Mahmoudi Metrika . 2012,第4期

机译：一系列变换的卡方分布中的贝叶斯顺序估计的渐近非亏
4. Inducing Pivot Variables and Non-centrality Parameters in Elliptical Distributions [C] . Dario Ferreira, Sandra S. Ferreira, Celia Nunes, International Conference of Numerical Analysis and Applied Mathematics . 2014

机译：在椭圆分布中引起枢转变量和非中心性参数
5. Adaptive Smoothing Parameter in Kernel Density Estimation and Parameter Estimation in Normal Mixture Distributions [D] . Mahzabeen, Sabiha. 2019

机译：正常混合分布中的内核密度估计和参数估计中的自适应平滑参数
6. Performance comparison of first-order conditional estimation with interaction and Bayesian estimation methods for estimating the population parameters and its distribution from data sets with a low number of subjects [O] . Sudeep Pradhan, Byungjeong Song, Jaeyeon Lee, 2017

机译：一阶条件估计与交互性和贝叶斯估计方法之间的性能比较用于从人口较少的数据集中估计总体参数及其分布
7. Chi-square Mixture of Chi-square Distributions [O] . M.R. Zaman, D.N.R. Paul ., N. Akhter ., 2006

机译：Chi-Square分布的Chi-Square混合物

Estimation of the Non-Centrality Parameter of a Chi-Square Distribution

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