Temat: generalized F distribution - Katalog OPAC zbiorów

Skocz do pozycji: 1.

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

Skocz do pozycji: 2.

Tytuł:: Estimators and tests for variance components in cross nested orthogonal designs
Autorzy:: Fonseca, Miguel
Mexia, João
Zmyślony, Roman
Powiązania:: https://bibliotekanauki.pl/articles/729794.pdf
Data publikacji:: 2003
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: hypothesis testing
generalized F distribution
adaptative test
nested orthogonal designs
Opis:: Explicit expressions of UMVUE for variance components are obtained for a class of models that include balanced cross nested random models. These estimators are used to derive tests for the nullity of variance components. Besides the usual F tests, generalized F tests will be introduced. The separation between both types of tests will be based on a general theorem that holds even for mixed models. It is shown how to estimate the p-value of generalized F tests.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2003, 23, 2; 175-201
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Generalized F tests in models with random perturbations: the gamma case
Autorzy:: Pinto Nunes, Célia
Bargão Saraiva Ferreira, Sandra
da Conceição Ferreira, Dário
Powiązania:: https://bibliotekanauki.pl/articles/729976.pdf
Data publikacji:: 2009
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: generalized F distributions
random non-centrality parameters
Gamma distribution
Opis:: 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.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2009, 29, 2; 185-197
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

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