# Generalized F tests in models with random perturbations: the gamma case

Célia Maria Pinto Nunes; Sandra Maria Bargão Saraiva Ferreira; Dário Jorge da Conceição Ferreira

Discussiones Mathematicae Probability and Statistics (2009)

- Volume: 29, Issue: 2, page 185-197
- ISSN: 1509-9423

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topCélia Maria Pinto Nunes, Sandra Maria Bargão Saraiva Ferreira, and Dário Jorge da Conceição Ferreira. "Generalized F tests in models with random perturbations: the gamma case." Discussiones Mathematicae Probability and Statistics 29.2 (2009): 185-197. <http://eudml.org/doc/277035>.

@article{CéliaMariaPintoNunes2009,

abstract = {Generalized F tests were introduced for linear models by Michalski and Zmyślony (1996, 1999). When the observations are taken in not perfectly standardized conditions the F tests have generalized F distributions with random non-centrality parameters, see Nunes and Mexia (2006). We now study the case of nearly normal perturbations leading to Gamma distributed non-centrality parameters.},

author = {Célia Maria Pinto Nunes, Sandra Maria Bargão Saraiva Ferreira, Dário Jorge da Conceição Ferreira},

journal = {Discussiones Mathematicae Probability and Statistics},

keywords = {generalized F distributions; random non-centrality parameters; Gamma distribution; generalized distributions; gamma distribution},

language = {eng},

number = {2},

pages = {185-197},

title = {Generalized F tests in models with random perturbations: the gamma case},

url = {http://eudml.org/doc/277035},

volume = {29},

year = {2009},

}

TY - JOUR

AU - Célia Maria Pinto Nunes

AU - Sandra Maria Bargão Saraiva Ferreira

AU - Dário Jorge da Conceição Ferreira

TI - Generalized F tests in models with random perturbations: the gamma case

JO - Discussiones Mathematicae Probability and Statistics

PY - 2009

VL - 29

IS - 2

SP - 185

EP - 197

AB - Generalized F tests were introduced for linear models by Michalski and Zmyślony (1996, 1999). When the observations are taken in not perfectly standardized conditions the F tests have generalized F distributions with random non-centrality parameters, see Nunes and Mexia (2006). We now study the case of nearly normal perturbations leading to Gamma distributed non-centrality parameters.

LA - eng

KW - generalized F distributions; random non-centrality parameters; Gamma distribution; generalized distributions; gamma distribution

UR - http://eudml.org/doc/277035

ER -

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