Summary The end points of a confidence interval for the noncentrality parameter of noncentral χ2 or F are identified as upper and lower percentage points of a distribution. It is shown how these can be calculated by applying the inverse Cornish–Fisher expansion. The same procedure can be used to find the value of the noncentrality needed to give a fixed size χ2 or F test some specified power; however, in this situation the results may be only approximate.
No takes yet. Share an insight, caveat, or question.
W. N. Venables (1975) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: