Abstract
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.
Original language | English |
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Pages (from-to) | 49-62 |
Number of pages | 14 |
Journal | Discussiones Mathematicae: Probability and Statistics |
Volume | 21 |
Issue number | 1 |
Publication status | Published - 1 Jan 2001 |
Keywords
- F-tests
- subnormal models
- mixed models
- invariance
- UMP tests
- third type error