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On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights

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  • Silvapulle, Mervyn J.

Abstract

A natural generalization of the well-known F-statistic is introduced for testing one-sided hypotheses. The exact finite sample null distribution of this statistic is shown to be a weighted sum of F-distributions. This resembles the large sample null distribution of the likelihood ratio statistic, a chi-bar squared distribution, which is a weighted sum of [chi]2 distributions. It turns out that the weights in these two distributions are identical; this is an important feature because we can use essentially the same computer programs for computing the p-values for the F- and the likelihood ratio statistics. A general stimulation procedure for computing the chi-bar-squared weights when the linear inequalities in the alternative hypothesis are not independent is introduced

Suggested Citation

  • Silvapulle, Mervyn J., 1996. "On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights," Statistics & Probability Letters, Elsevier, vol. 28(2), pages 137-141, June.
    • Handle: RePEc:eee:stapro:v:28:y:1996:i:2:p:137-141
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    References listed on IDEAS

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    1. Yancey, T. A. & Judge, G. G. & Bock, M. E., 1981. "Testing multiple equality and inequality hypothesis in economics," Economics Letters, Elsevier, vol. 7(3), pages 249-255.
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    Cited by:

    1. Dagsvik, John K., 2015. "Stochastic models for risky choices: A comparison of different axiomatizations," Journal of Mathematical Economics, Elsevier, vol. 60(C), pages 81-88.
    2. Silvapulle, Mervyn J., 1997. "On order restricted inference in some mixed linear models," Statistics & Probability Letters, Elsevier, vol. 36(1), pages 23-27, November.
    3. Dobbelaere, Sabien & Wiersma, Quint, 2020. "The Impact of Trade Liberalization on Firms' Product and Labor Market Power," IZA Discussion Papers 12951, Institute of Labor Economics (IZA).
    4. Quint Wiersma, 2019. "The impact of WTO accession on Chinese firms' product and labor market power," Tinbergen Institute Discussion Papers 19-037/V, Tinbergen Institute.

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