Confidence intervals for large non- centrality parameter

We use asymptotic linearity to derive confidence intervals for large noncentrality parameters. These results enable us to measure relevance of effects and interactions in multifactors models when we get highly statistically significant the values of F tests statistics. We show how to use our approac...

Full description

Bibliographic Details
Main Author: Inácio, S. (author)
Other Authors: Oliveira, M. (author), Mexia, J.T. (author)
Format: article
Language:eng
Published: 2017
Subjects:
asymptotic linearity
non-centrality parameters
highly significant F tests
measure relevance
Online Access:http://hdl.handle.net/10174/19621
Country:Portugal
Oai:oai:dspace.uevora.pt:10174/19621

Internet

http://hdl.handle.net/10174/19621

Similar Items