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Unformatted text preview: i s only through = 2 i . The distribution of F is that of a ratio of chi squared random variables, with the numerator being noncentral (dependent on ). Thus the Type II error is given by P ( F > k | ) = P 2 k-1 ( ) / ( k-1) 2 N-k / ( N-k ) > k P 2 k-1 (0) / ( k-1) 2 N-k / ( N-k ) > k = , where the inequality follows from the fact that the noncentral chi squared is stochastically increasing in the noncentrality parameter....
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This note was uploaded on 02/03/2012 for the course STA 1014 taught by Professor Dr.hackney during the Spring '12 term at UNF.
- Spring '12