Confidence intervals for large non- centrality parameter
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Discussiones Mathematicae Probability and Statistics
Abstract
We use asymptotic linearity to derive confidence intervals for large noncentrality parameters. These results enable us to measure relevance of effects
and interactions in multifactors models when we get highly statistically significant the values of F tests statistics. We show how to use our approach by considering two sets of data as application examples.
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Inácio, S. T., Oliveira, M. M., Mexia, J.T. 2015. Confidence intervals for large non-centrality parameter. Discussiones Mathematicae Probability and Statistics 35.45–56 doi:10.7151/dmps.1175. ISSN 1509-9423,ISSN 2084-0381.