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- W1964054931 abstract "Non-central chi-squared distribution plays a vital role in commonly used statistical testing procedures. The non-centrality parameter δ 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 δ, we study a new class of non-centrality parameter estimators δˆβ(X)=max{X−p,βX},0≤β<1, and investigate their statistical properties under the quadratic loss function. Theoretical and simulation studies indicate that δˆ1/(1+p)(X) generally works well compared with other existing estimators, especially for relatively small and moderate δ." @default.
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- W1964054931 date "2009-01-01" @default.
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- W1964054931 title "On estimating the non-centrality parameter of a chi-squared distribution" @default.
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- W1964054931 doi "https://doi.org/10.1016/j.spl.2008.07.025" @default.
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