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September, 1982 Estimation of the Non-Centrality Parameter of a Chi Squared Distribution
K. M. Lal Saxena, Khursheed Alam
Ann. Statist. 10(3): 1012-1016 (September, 1982). DOI: 10.1214/aos/1176345892


Let $X$ be distributed according to a non-central Chi squared distribution with $p$ degrees of freedom. The non-central Chi squared distribution arises in various statistical analyses and the estimation of the non-centrality parameter is of importance in some problems. This paper deals with the admissibility of certain estimates of the non-centrality parameter. It is shown that $(X - p)^+$, the positive part of $X - p$ dominates the maximum likelihood estimator with squared error as the loss function.


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K. M. Lal Saxena. Khursheed Alam. "Estimation of the Non-Centrality Parameter of a Chi Squared Distribution." Ann. Statist. 10 (3) 1012 - 1016, September, 1982.


Published: September, 1982
First available in Project Euclid: 12 April 2007

zbMATH: 0485.62006
MathSciNet: MR663453
Digital Object Identifier: 10.1214/aos/1176345892

Primary: 62C15
Secondary: 62F10

Keywords: admissible and minimax estimators , Chi squared distribution , maximum likelihood , non-centrality parameter

Rights: Copyright © 1982 Institute of Mathematical Statistics

Vol.10 • No. 3 • September, 1982
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