A note on the asymptotic distribution of the F-statistic for random variables with infinite variance
For two independent samples of independent random variables with probability distribution in the domain of attraction of a stable law with characteristic exponent [alpha] (1 < [alpha] < 2), the asymptotic null distribution of the F-statistic is considered. The density and exact quantiles of the limit distribution are obtained.
Year of publication: |
1993
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Authors: | Runde, Ralf |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 18.1993, 1, p. 9-12
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Publisher: |
Elsevier |
Saved in:
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