Is there a nice and efficient way of estimating the parameters (degree of freedom and non-centrality parameter) of a non-central chi-squared distribution? The infinite summation of the pdf looks like a pain for the mle approach.
2026-03-31 12:58:01.1774961881
MLE of the parameters of a non-central chi-squared distribution
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It is a two parameter family and the first two moments are linear functions of $k$ and $\lambda$, so a moment match approach is a fair start.