Document Type
Report
Source Publication Title
Technical Report 220
Abstract
Asymptotic confidence interval for the noncentrality parameter of a Gamma distribution (or Chi-squared distribution) is derived. An algorithm for computing the maximum likelihood estimator of the non-centrality parameter is developed. A formula for the asymptotic variance of the maximum likelihood estimator is given. From the properties of the maximum likelihood estimator an asymptotic confidence interval is obtained.
Disciplines
Mathematics | Physical Sciences and Mathematics
Publication Date
9-1-1984
Language
English
License
This work is licensed under a Creative Commons Attribution-NonCommercial-Share Alike 4.0 International License.
Recommended Citation
Han, Chien-Pai and Chiou, Paul, "Interval Estimation of the Noncentrality Parameter of A Gamma Distribution" (1984). Mathematics Technical Papers. 55.
https://mavmatrix.uta.edu/math_technicalpapers/55