The non-null distribution of the beta statistic in the test of the univariate general linear hypothesis, when the error distribution is spherically symmetric (Q1100823)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The non-null distribution of the beta statistic in the test of the univariate general linear hypothesis, when the error distribution is spherically symmetric |
scientific article |
Statements
The non-null distribution of the beta statistic in the test of the univariate general linear hypothesis, when the error distribution is spherically symmetric (English)
0 references
1988
0 references
We obtain the Mellin transform of the Beta statistic used in the test of the univariate general linear hypothesis, assuming that the error distribution is spherically symmetric. From this, the non-null distribution of the statistic is obtained. The normal-errors representation of the Beta as a central Beta with random d.f. is shown to hold iff the error distribution is a normal scale mixture. Closed form expressions for the density are given without employing this assumption.
0 references
spherical symmetry
0 references
non-central distribution
0 references
Beta-test
0 references
F-test
0 references
Laplace transforms
0 references
multiply monotone functions
0 references
completely monotone functions
0 references
Mellin transform
0 references
Beta statistic
0 references
general linear hypothesis
0 references
error distribution
0 references
non-null distribution
0 references
normal-errors representation
0 references
central Beta
0 references
normal scale mixture
0 references
Closed form expressions
0 references
0 references
