Computing the moments of a truncarted noncentral chi-square distribution

DOI10.1080/00949659608811746zbMath0893.62007OpenAlexW2135241883MaRDI QIDQ4355610

Éric Marchand

Publication date: 24 August 1998

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659608811746

zbMATH Keywords

momentstruncationnoncentral chi-square distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable

Cites Work

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• Estimators with nondecreasing risk: Application of a chi-squared identity
• A note on the noncentral chi-square distribution
• Minimax estimators of the mean of a multivariate normal distribution
• A new result on the probability integral of non-central chi-square with even degrees of freedom

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