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.

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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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