Improving on the Positive Part of the UMVUE of a Noncentrality Parameter of a Noncentral Chi-Square Distribution

摘要

The purpose of this paper is to give an explicit estimator dominating the positive part of the UMVUE of a nonccntralily parameter of a noncentralX~2_n(μ/2)with degree of freedom n and unknown parameterY~X~2_n(μ/2), In his (1974) paper de-Waal showed that Y+n is I he generalized Bayes estimator of μ with respect to a noninlbrmalive prior distribution (Comni. Statist. μ/2 is the UMVUR ofyY-Nbut is dominated by Y-Nam and Saxena (1982, -Aim. Statist. 10, 10.12-1016) showed that Y-N + dominates the MLB Y~X~2_n(μ/2)11987, Ann. Statist. IS. 800 804) showed thai Y-Nnadmissible. Explicit improvemenls, however, have not previously been.