Computation of the maximum likelihood estimate of a noncentrality parameter

An algorithm and error analysis are presented for finding the maximum likelihood estimator of the noncentrality parameter of the [chi]2 and F distributions.

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Year of publication:	1986
Authors:	Spruill, M. C.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 18.1986, 2, p. 216-224
Publisher:	Elsevier
Keywords:	Chi-square F distributions maximum likelihood estimation non-centrality parameter

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199816