Bounds for non-central chi-square distributions having unobservable random non-centrality parameters

Jerzy Szroeter

Statistics & Probability Letters, 1992, vol. 13, issue 1, 73-81

Abstract: Let X be a random variate whose distribution conditional on an unobservable variate Y is chi-square with s degrees of freedom and non-centrality parameter equal to Y. Upper and lower bounds for the unconditional d.f. of X are derived when only the values of location and randomness indices for Y are known. The numerical quality of the bounds is illustrated for a range of parameter values. An application to testing hypotheses in random coefficients regression models is presented.

Keywords: Conditional; non-central; chi-square; distribution; random; unobservable; non-centrality; parameter; upper; and; lower; bounds; random; coefficients; regression; models (search for similar items in EconPapers)
Date: 1992
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