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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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dc.contributor.author Han, Chien-Pai en
dc.contributor.author Chiou, Paul en
dc.date.accessioned 2010-06-09T15:31:12Z en
dc.date.available 2010-06-09T15:31:12Z en
dc.date.issued 1984-09 en
dc.identifier.uri http://hdl.handle.net/10106/2442 en
dc.description.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. en
dc.language.iso en_US en
dc.publisher University of Texas at Arlington en
dc.relation.ispartofseries Technical Report;220 en
dc.subject Algorithm en
dc.subject Non-centrality parameter en
dc.subject Chi-squared distribution en
dc.subject Maximum likelihood estimation en
dc.subject Asymptotic en
dc.subject.lcsh Statistics en
dc.subject.lcsh Mathematics Research en
dc.title Interval Estimation of the Noncentrality Parameter of A Gamma Distribution en
dc.type Technical Report en
dc.publisher.department Department of Mathematics en

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