On some accurate bounds for the quantiles of a non-central chi squared distribution

DOI10.1016/0167-7152(90)90003-PzbMath0699.62014OpenAlexW2049834679MaRDI QIDQ913395

N. E. Zubov

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90003-p

zbMATH Keywords

medianquantile approximationcentral and non-central chi squared distributionsnon-centrality parameter

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Parametric inference (62F99)

Related Items (6)

Generalized ridge and principal correlation estimator of the regression coefficient in growth curve model ⋮ Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable ⋮ Refined normal approximations for the central and noncentral chi-square distributions and some applications ⋮ PMC theorems on PCR-ridge class estimators ⋮ Comparison of Two Estimators of Parameters Under Pitman Nearness Criterion ⋮ Estimation of noncentrality parameters

Cites Work

• Unnamed Item
• Estimation of the non-centrality parameter of a chi squared distribution
• Modified Bessel functions and their applications in probability and statistics
• A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions
• Approximations to noncentral distributions

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