Generalized F Tests in Models with Random Perturbations: The Truncated Normal Case

Nunes, Célia; Ferreira, Dário; Ferreira, Sandra S.; Mexia, João T.

http://hdl.handle.net/10400.6/9153

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Abstract(s)

This paper shows how to obtain explicit expressions for non-central generalized F distributions with random non-centrality parameters. We consider the case when these parameters are random variables with truncated Normal distribution, for the usual F distribution and for the generalized F distribution.