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

  • Célia Nunes
  • Dário Ferreira
  • Sandra Ferreira
  • João T. Mexia
Conference paper

DOI: 10.1007/978-3-642-34904-1_32

Part of the Studies in Theoretical and Applied Statistics book series (STAS)
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

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.

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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