Confidence intervals for large non-centrality parameters

Sonia Inacio; Manuela M. Oliveira; João Tiago Mexia

Discussiones Mathematicae Probability and Statistics (2015)

  • Volume: 35, Issue: 1-2, page 45-56
  • ISSN: 1509-9423

Abstract

top
We use asymptotic linearity to derive confidence intervals for large non-centrality parameters. These results enable us to measure relevance of effects and interactions in multifactors models when we get highly statistically significant the values of F tests statistics. We show how to use our approach by considering two sets of data as application examples.

How to cite

top

Sonia Inacio, Manuela M. Oliveira, and João Tiago Mexia. "Confidence intervals for large non-centrality parameters." Discussiones Mathematicae Probability and Statistics 35.1-2 (2015): 45-56. <http://eudml.org/doc/276606>.

@article{SoniaInacio2015,
abstract = {We use asymptotic linearity to derive confidence intervals for large non-centrality parameters. These results enable us to measure relevance of effects and interactions in multifactors models when we get highly statistically significant the values of F tests statistics. We show how to use our approach by considering two sets of data as application examples.},
author = {Sonia Inacio, Manuela M. Oliveira, João Tiago Mexia},
journal = {Discussiones Mathematicae Probability and Statistics},
keywords = {asymptotic linearity; non-centrality parameters; highly significant; F tests; measure relevance},
language = {eng},
number = {1-2},
pages = {45-56},
title = {Confidence intervals for large non-centrality parameters},
url = {http://eudml.org/doc/276606},
volume = {35},
year = {2015},
}

TY - JOUR
AU - Sonia Inacio
AU - Manuela M. Oliveira
AU - João Tiago Mexia
TI - Confidence intervals for large non-centrality parameters
JO - Discussiones Mathematicae Probability and Statistics
PY - 2015
VL - 35
IS - 1-2
SP - 45
EP - 56
AB - We use asymptotic linearity to derive confidence intervals for large non-centrality parameters. These results enable us to measure relevance of effects and interactions in multifactors models when we get highly statistically significant the values of F tests statistics. We show how to use our approach by considering two sets of data as application examples.
LA - eng
KW - asymptotic linearity; non-centrality parameters; highly significant; F tests; measure relevance
UR - http://eudml.org/doc/276606
ER -

References

top
  1. [1] D. Ferreira, S.S. Ferreira, C. Nunes and S. Inácio, Inducing pivot variables and non-centrality parameters in elliptical distributions, AIP Conf. Proc. 1558 (2013), 833. 
  2. [2] J.T. Mexia, Assymptotic Chi-squared Tests, Design and Log-Linear Models (Trabalhos de Investigaçăo, 1. Departamento de Matemática, Faculdade de Cięncias e Tecnologia, Universidade Nova de Lisboa, 1992). Zbl0801.62045
  3. [3] J.T. Mexia and M.M. Oliveira, Asymptotic linearity and limit distributions, approximations, Journal of Statistical Planning and Inference 140 (2011), 353-357. Zbl1177.62019
  4. [4] M.M. Oliveira and J.T. Mexia, ANOVA like analysis of matched series of studies with a common structure, Journal of Statistical Planning and Inference 137 (2007), 1862-1870. Zbl1118.62071
  5. [5] C. Nunes, S.S. Ferreira and J.T. Mexia, Fixed effects NOVA: an extension to samples with random size, Journal of Statistical Computation and Simulation 84 (2014), 2316-2328. 
  6. [6] H. Scheffé, The Analysis of Variance (New York-John Wiley & Sons, 1959). 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.