- Tytuł:
- Exact distribution for the generalized F tests
- Autorzy:
-
Fonseca, Miguel
Mexia, Joao
Zmyślony, Roman - Powiązania:
- https://bibliotekanauki.pl/articles/729860.pdf
- Data publikacji:
- 2002
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
exact distribution theory
hypothesis testing
generalized F distribution
adaptative test - Opis:
- Generalized F statistics are the quotients of convex combinations of central chi-squares divided by their degrees of freedom. Exact expressions are obtained for the distribution of these statistics when the degrees of freedom either in the numerator or in the denominator are even. An example is given to show how these expressions may be used to check the accuracy of Monte-Carlo methods in tabling these distributions. Moreover, when carrying out adaptative tests, these expressions enable us to estimate the p-values whenever they are available.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2002, 22, 1-2; 37-51
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł