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ArticleOriginal scientific text

Title

Generalized F tests in models with random perturbations: the gamma case

Authors 1, 2, 2

Affiliations

  1. Department of Mathematics, University of Beira Interior 6200 Covilhã, Portugal
  2. Department of Mathematics, University of Beira, Interior 6200 Covilhã, Portugal

Abstract

Generalized F tests were introduced for linear models by Michalski and Zmyślony (1996, 1999). When the observations are taken in not perfectly standardized conditions the F tests have generalized F distributions with random non-centrality parameters, see Nunes and Mexia (2006). We now study the case of nearly normal perturbations leading to Gamma distributed non-centrality parameters.

Keywords

ENG
generalized F distributions, random non-centrality parameters, Gamma distribution

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Discussiones Mathematicae Probability and Statistics
2009/29/2
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Pages:
185-197
Main language of publication
English
Received
2009-11-10
Published
2009

DOI: 10.7151/dmps.1114

Exact and natural sciences