where ν = − n 1 , 2
1 ,1 / 2 t / ≡ χ ν ν α− , 2
2 , /2 t / ≡ χ ν ν α and θ θνα = (, ) is a known function selected
so that a random variable W Y / ν ν ≡ ν , where Yν has a 2 χν distribution, has approximately
the same distribution as a pivotal quantity
2 2
2 2
(1 )
(1 )
K Q K
κ
θ κ
+ ≡ +
. This pivotal quantity can be
used to construct hypothesis tests and confidence interval for κ .Wararit Panichkitkosolkul