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Interval Estimation of the Noncentrality Parameter of A Gamma Distribution

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Interval Estimation of the Noncentrality Parameter of A Gamma Distribution

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Title: Interval Estimation of the Noncentrality Parameter of A Gamma Distribution
Author: Han, Chien-Pai; Chiou, Paul
Abstract: Asymptotic confidence interval for the noncentrality parameter of a Gamma distribution (or Chi-squared distribution) is derived. An algorithm for computing the maximum likelihood estimator of the non-centrality parameter is developed. A formula for the asymptotic variance of the maximum likelihood estimator is given. From the properties of the maximum likelihood estimator an asymptotic confidence interval is obtained.
URI: http://hdl.handle.net/10106/2442
Date: 1984-09

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