Control of the truncation errors for generalizedFdistributions

• Autor(a) principal: Nunes, Célia
• Data de Publicação: 2012
• Outros Autores: Ferreira, Dário, Ferreira, Sandra S., Mexia, João T.
• Tipo de documento: Artigo
• Idioma: eng
• Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
• Texto Completo: http://hdl.handle.net/10400.6/9125
• topic: Generalized F distributions; Random non-centrality parameters; Truncation errors

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.