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Estimation in noncentral distributions
Authors:Alan E. Gelfand
Affiliation:University of Connecticut , storrs
Abstract:This paper investigates alternatives to MIU estimators in noncentral X 2 and F distributions. Two directions are pursued. In the first, a general approach for uniformly improving on MVU estimators is described and illustrated. In the second, Bayesian, procedures are characterized and illustrated as well. This effort extends earlier work of Perlman and Rasmussen and of Neff and Strawderman.
Keywords:Noncentral X 2  noncentral f  mvu estimators  bayes estimators
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