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Generalized F Tests in Models with Random Perturbations: The Truncated Normal Case

  • Célia Nunes
  • Dário Ferreira
  • Sandra Ferreira
  • João T. Mexia
Conference paper
Part of the Studies in Theoretical and Applied Statistics book series (STAS)

Abstract

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.

Notes

Acknowledgements

The authors are grateful to the anonymous referees for their useful comments and remarks. This work was partially supported by the center of Mathematics, University of Beira Interior, under the project PEst-OE/MAT/UI0212/2011.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2013

Authors and Affiliations

  • Célia Nunes
    • 1
  • Dário Ferreira
    • 1
  • Sandra Ferreira
    • 1
  • João T. Mexia
    • 2
  1. 1.Department of MathematicsUniversity of Beira InteriorCovilhãPortugal
  2. 2.Department of MathematicsNew University of LisbonCaparicaPortugal

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