Answers are grounded in this paper and cite their sources.
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 10 related papers. Consider them for comparative context: