power;
noncentrality parameter;
alternative F statistics;
D O I:
10.2478/s12175-009-0154-z
中图分类号:
O1 [数学];
学科分类号:
0701 ;
070101 ;
摘要:
In a linear model Y similar to (X beta, sigma (2) I), powers of tests of H-0: H'X beta= 0 are developed following Pearson's (1900) formulation. The class considered comprises all tests based on linear statistics A' Y that have expected value 0 under H-0. The standard F-statistic, which is in this class, has good power properties, but others may be preferred in some settings.