IJPAM: Volume 30, No. 3 (2006)
THE DOUBLY NONCENTRAL F DISTRIBUTION IN
A REGRESSION MODEL WITH PROXY VARIABLES
A REGRESSION MODEL WITH PROXY VARIABLES
Deniz Ünal
Department of Statistics
Faculty of Arts and Sciences
University of Çukurova
Adana, 01330, TURKEY
e-mail: denizu@alumni.bilkent.edu.tr
Department of Statistics
Faculty of Arts and Sciences
University of Çukurova
Adana, 01330, TURKEY
e-mail: denizu@alumni.bilkent.edu.tr
Abstract.In this paper a way of computing expectations for the ratios of different powers of two independent noncentral chi-squared distributions is proposed in a regression model with proxy variables. For the same powers of this ratio, expectation of doubly noncentral F and expectation of its powers can be reached.
Received: June 22, 2006
AMS Subject Classification: 62J05
Key Words and Phrases: chi-squared distribution, F distribution
Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2006
Volume: 30
Issue: 3
