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A note on the power of the f-test for testing linear hypothesis with elliptic t errors

 

作者: BRAJENDRA C. Sutradhar,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1990）
卷期: Volume 19, issue 3  

页码: 863-867

 

ISSN:0361-0918

 

年代: 1990

 

DOI:10.1080/03610919008812893

 

出版商: Marcel Dekker, Inc.

 

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

 

数据来源: Taylor

 

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.

 

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