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ArticleOriginal scientific text

Title

F-tests for generalized linear hypotheses in subnormal models

Authors 1, 1

Affiliations

  1. Departamento de Matemática, Universidade Nova de Lisboa, Faculdade de Ciencias e Tecnologia, Quinta da Torre, 2825 Monte da Caparica, Portugal

Abstract

When the measurement errors may be assumed to be normal and independent from what is measured a subnormal model may be used. We define a linear and generalized linear hypotheses for these models, and derive F-tests for them. These tests are shown to be UMP for linear hypotheses as well as strictly unbiased and strongly consistent for these hypotheses. It is also shown that the F-tests are invariant for regular transformations, possess structural stability and are almost strongly consistent for generalized linear hypothesis. An application to a mixed model studied by Michalskyi and Zmyślony is shown.

Keywords

ENG
F-tests, subnormal models, mixed models, invariance, UMP tests, third type error

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Discussiones Mathematicae Probability and Statistics
2001/21/1
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Pages:
49-62
Main language of publication
English
Received
2000-11-21
Published
2001

DOI: 10.7151/dmps.1019

Exact and natural sciences