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