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

Célia Maria Pinto NunesSandra Maria Bargão Saraiva FerreiraDário Jorge da Conceição Ferreira — 2009

Discussiones Mathematicae Probability and Statistics

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.

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