Some remarks on estimating a noncentrality parameter
- 1 January 1975
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics
- Vol. 4 (5) , 455-468
- https://doi.org/10.1080/03610927508827262
Abstract
For the problem of estimating the concentrality parameter of a noncentral chi-square random variable X with a degrees of free-dom, it is shown that the Bayesian approach leads approximately to the same estimator X-a as the frequency approach, contrary to suggestions of de waal. Nonlinear estimators uniformly better than X-a are obtained by an empirical Bayes method. Similar results are obtained for the noncentral F distribution.Keywords
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