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- W2020880251 abstract "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." @default.
- W2020880251 created "2016-06-24" @default.
- W2020880251 creator A5002140917 @default.
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- W2020880251 date "2009-07-01" @default.
- W2020880251 modified "2023-09-26" @default.
- W2020880251 title "Inference of non-centrality parameter of a truncated non-central chi-squared distribution" @default.
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- W2020880251 doi "https://doi.org/10.1016/j.jspi.2008.11.007" @default.
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