Control of the truncation errors for generalizedFdistributions

F-tests may not be used for all relevant hypothesis, even in rather simple models, which led to the introduction of generalized F-tests. The statistics of these tests are quotients of linear combinations of independent chi-squares, which may be non-central. When the observations are collected under...

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Detalhes bibliográficos
Autor principal: Nunes, Célia (author)
Outros Autores: Ferreira, Dário (author), Ferreira, Sandra S. (author), Mexia, João T. (author)
Formato: article
Idioma:eng
Publicado em: 2020
Assuntos:
Texto completo:http://hdl.handle.net/10400.6/9125
País:Portugal
Oai:oai:ubibliorum.ubi.pt:10400.6/9125
Descrição
Resumo:F-tests may not be used for all relevant hypothesis, even in rather simple models, which led to the introduction of generalized F-tests. The statistics of these tests are quotients of linear combinations of independent chi-squares, which may be non-central. When the observations are collected under non-standardized conditions, the non-centrality parameters may be random. The generalized F distributions are given by infinite sums. In this study, we show that there is an excellent control of the truncations errors for those sums. The case in which the non-centrality parameters have Gamma distributions is singled out.