%0 Journal Article %1 Kent1995147 %A Kent, John T. %A Hainsworth, Timothy J. %D 1995 %J Journal of Statistical Planning and Inference %K chisquare confidence-interval distributions noncentral statistics %N 2 %P 147 - 159 %R http://dx.doi.org/10.1016/0378-3758(94)00104-4 %T Confidence intervals for the noncentral chi-squared distribution %U http://www.sciencedirect.com/science/article/pii/0378375894001044 %V 46 %X We consider several methods of constructing confidence intervals for the noncentrality parameter λ2 of the noncentral chi-squared distribution, based on a single observation, y2. The problem is not straightforward because the parameter space has a finite end-point at λ2 = 0: λ2 is not allowed to be negative, yet λ2 = 0 is feasible. Practical applications include asymptotic interval estimates for multiple correlation coefficients. Bayesian intervals are also discussed. Our overall recommendation is for the use of a ‘symmetric range’ confidence interval.

@article{Kent1995147, abstract = {We consider several methods of constructing confidence intervals for the noncentrality parameter λ2 of the noncentral chi-squared distribution, based on a single observation, y2. The problem is not straightforward because the parameter space has a finite end-point at λ2 = 0: λ2 is not allowed to be negative, yet λ2 = 0 is feasible. Practical applications include asymptotic interval estimates for multiple correlation coefficients. Bayesian intervals are also discussed. Our overall recommendation is for the use of a ‘symmetric range’ confidence interval. }, added-at = {2015-05-26T21:53:53.000+0200}, author = {Kent, John T. and Hainsworth, Timothy J.}, biburl = {https://www.bibsonomy.org/bibtex/2bc60450c6d1163a2ec9f250abc878f18/shabbychef}, description = {Confidence intervals for the noncentral chi-squared distribution}, doi = {http://dx.doi.org/10.1016/0378-3758(94)00104-4}, interhash = {34d141f10419cf88421f55135abc7af5}, intrahash = {bc60450c6d1163a2ec9f250abc878f18}, issn = {0378-3758}, journal = {Journal of Statistical Planning and Inference }, keywords = {chisquare confidence-interval distributions noncentral statistics}, number = 2, pages = {147 - 159}, timestamp = {2015-05-26T21:53:53.000+0200}, title = {Confidence intervals for the noncentral chi-squared distribution }, url = {http://www.sciencedirect.com/science/article/pii/0378375894001044}, volume = 46, year = 1995 }