When the measurement errors may be assumed to be normal and independent from what is measured a subnormal model may be used. We define a linear and generalized linear hypotheses for these models, and derive F-tests for them. These tests are shown to be UMP for linear hypotheses as well as strictly unbiased and strongly consistent for these hypotheses. It is also shown that the F-tests are invariant for regular transformations, possess structural stability and are almost strongly consistent for generalized linear hypothesis. An application to a mixed model studied by Michalskyi and Zmyślony is shown.
|Number of pages||14|
|Journal||Discussiones Mathematicae. Probability and Statistics|
|Publication status||Published - 1 Jan 2001|
- subnormal models
- mixed models
- UMP tests
- third type error