# Non-central generalized F distributions

Discussiones Mathematicae Probability and Statistics (2006)

- Volume: 26, Issue: 1, page 47-61
- ISSN: 1509-9423

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topCélia Nunes, and João Tiago Mexia. "Non-central generalized F distributions." Discussiones Mathematicae Probability and Statistics 26.1 (2006): 47-61. <http://eudml.org/doc/277032>.

@article{CéliaNunes2006,

abstract = {The quotient of two linear combinations of independent chi-squares will have a generalized F distribution. Exact expressions for these distributions when the chi-square are central and those in the numerator or in the denominator have even degrees of freedom were given in Fonseca et al. (2002). These expressions are now extended for non-central chi-squares. The case of random non-centrality parameters is also considered.},

author = {Célia Nunes, João Tiago Mexia},

journal = {Discussiones Mathematicae Probability and Statistics},

keywords = {exact distributions; random non-centrality parameters; generalized F distributions; non-centrality parameters},

language = {eng},

number = {1},

pages = {47-61},

title = {Non-central generalized F distributions},

url = {http://eudml.org/doc/277032},

volume = {26},

year = {2006},

}

TY - JOUR

AU - Célia Nunes

AU - João Tiago Mexia

TI - Non-central generalized F distributions

JO - Discussiones Mathematicae Probability and Statistics

PY - 2006

VL - 26

IS - 1

SP - 47

EP - 61

AB - The quotient of two linear combinations of independent chi-squares will have a generalized F distribution. Exact expressions for these distributions when the chi-square are central and those in the numerator or in the denominator have even degrees of freedom were given in Fonseca et al. (2002). These expressions are now extended for non-central chi-squares. The case of random non-centrality parameters is also considered.

LA - eng

KW - exact distributions; random non-centrality parameters; generalized F distributions; non-centrality parameters

UR - http://eudml.org/doc/277032

ER -

## References

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## Citations in EuDML Documents

top- Célia Nunes, Iola Pinto, João Tiago Mexia, Generalized F tests and selective generalized F tests for orthogonal and associated mixed models
- Célia Maria Pinto Nunes, Sandra Maria Bargão Saraiva Ferreira, Dário Jorge da Conceição Ferreira, Generalized F tests in models with random perturbations: the gamma case