Year: 1982
Type: article
Abstract: Let $X$ be distributed according to a non-central Chi squared distribution with $p$ degrees of freedom. The non-central Chi squared distribution arises in various statistical analyses and the estimation of the non-centrality parameter is of importance in some problems. This paper deals with the admissibility of certain estimates of the non-centrality parameter. It is shown that $(X - p)^+$, the positive part of $X - p$ dominates the maximum likelihood estimator with squared error as the loss function.
Source: The Annals of Statistics
Authors: K. M. Lal Saxena, Khursheed Alam
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze
OpenAlex ID: W2079006947