Wyniki wyszukiwania

Sortuj według:

Ogranicz wyniki do:

Asymptotics for Products of a Random Number of Partial Sums

100%

Przystalski M.

Bulletin of the Polish Academy of Sciences. Mathematics

2009

tom 57

nr 2

163-167

We consider products of a random number of partial sums of independent, identically distributed, positive square-integrable random variables. We show that the distribution of these products is asymptotically lognormal.

Hypothesis testing in unbalanced two-fold nested random models

100%

Przystalski M.

Applicationes Mathematicae

2016

tom 43

nr 1

57-78

In many applications of linear random models to multilevel data, it is of interest to test whether the random effects variance components are zero. In this paper we propose approximate tests for testing significance of variance components in the unbalanced two-fold nested random model in the presence of non-normality. In the derivations of the asymptotic distributions of the test statistics, as an intermediate result, the explicit form of the asymptotic covariance matrix of the vector of mean squares in this model is obtained. We also study the influence of some special type of designs on the asymptotic covariance matrix and on the distribution of the proposed test statistics.

Ograniczanie wyników

1 Applicationes Mathematicae

1 Bulletin of the Polish Academy of Sciences. Mathematics

2 Przystalski M.

1 2016

1 2009

Wyniki wyszukiwania

Asymptotics for Products of a Random Number of Partial Sums

Hypothesis testing in unbalanced two-fold nested random models