斜球变量的<i>F</i>统计量

斜球变量的F统计量

详细信息

Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences, Beijing 100080

摘要: 本文研究斜球变量的F统计量的性质并引进了一类斜F分布.我们得到了密度函数,分布函数,矩发生函数和矩,考察了F检验在斜正态分布族内的性质.
- 斜球分布 /
- 统计量 /
- 假设检验
Abstract: In this paper the properties of the F statistic of the elliptical variables are investigated and a version of the skew F distribution is introduced. Probability density function, distribution function, moment generating function and moments are obtained. The behavior of the F test for the skew normal population is investigated.
- Skew elliptical distribution /
- statistic /
- hypothesis testing