Generalized F Tests in Models with Random Perturbations: The Truncated Normal Case
- Cite this paper as:
- Nunes C., Ferreira D., Ferreira S., Mexia J.T. (2013) Generalized F Tests in Models with Random Perturbations: The Truncated Normal Case. In: Lita da Silva J., Caeiro F., Natário I., Braumann C. (eds) Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications. Studies in Theoretical and Applied Statistics. Springer, Berlin, Heidelberg
This paper shows how to obtain explicit expressions for non-central generalized F distributions with random non-centrality parameters. We consider the case when these parameters are random variables with truncated Normal distribution, for the usual F distribution and for the generalized F distribution.