A NOTE ON THE POWER OF THE F-TEST FOR TESTING LINEAR-HYPOTHESIS WITH ELLIPTIC T ERRORS

被引：2

作者：

SUTRADHAR, BC ^{[1
]}

机构：

[1] MEM UNIV NEWFOUNDLAND,DEPT MATH & STAT,ST JOHNS A1C 5S7,NEWFOUNDLAND,CANADA

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1990年 / 19卷 / 03期

关键词：

linear regression model; t-distribution degrees of freedom power of the test;

D O I：

10.1080/03610919008812893

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The power of the classical F-test for testing the regression coefficient of a general linear model with elliptic t error variable depends on the degrees of freedom of the t-distribution. In this note it is shown that the power of the F-test based on t-distribution is greater than the normal based test at smaller level of significance. © 1990 Taylor & Francis Group, LLC. All rights reserved.

引用

页码：863 / 867

页数：5

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