Computing the moments of a truncated noncentral chi-square distribution

DOI10.1080/00949659608811742zbMath0899.62020OpenAlexW4238948541MaRDI QIDQ4357254

Éric Marchand

Publication date: 7 October 1997

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

Full work available at URL: https://doi.org/10.1080/00949659608811742

zbMATH Keywords

momentstruncated noncentral chi-square distribution

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, stochastic differential equations (65C99)

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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