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Inferences in Linear Mixed Models with Skew-normal Random Effects 被引量:7

Inferences in Linear Mixed Models with Skew-normal Random Effects
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摘要 For the linear mixed model with skew-normal random effects, this paper gives the density function, moment generating function and independence conditions. The noncentral skew chi-square distribution is defined and its density function is shown. The necessary and sufficient conditions under which a quadratic form is distributed as noncentral skew chi-square distribution are obtained. Also, a version of Cochran's theorem is given~ which modifies the result of Wang et al. (2009) and is used to set up exact tests for fixed effects and variance components of the proposed model. For illustration, our main results are applied to a real data problem. For the linear mixed model with skew-normal random effects, this paper gives the density function, moment generating function and independence conditions. The noncentral skew chi-square distribution is defined and its density function is shown. The necessary and sufficient conditions under which a quadratic form is distributed as noncentral skew chi-square distribution are obtained. Also, a version of Cochran's theorem is given~ which modifies the result of Wang et al. (2009) and is used to set up exact tests for fixed effects and variance components of the proposed model. For illustration, our main results are applied to a real data problem.
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2015年第4期576-594,共19页 数学学报(英文版)
基金 supported by National Natural Science Foundation of China(Grant No.11401148) Ministry of Education of China,Humanities and Social Science Projects(Grant Nos.14YJC910005,10YJC790184) Zhejiang Provincial Natural Science Foundation of China(Grant No.LY14A010030) Zhejiang Provincial Philosophy and Social Science Planning Project of China(Grant No.13NDJC089YB) Houji Scholar Fund of Northwest A and F University,China
关键词 Linear mixed model moment generating function Cochran's theorem noncentral skewchi-square distribution noncentral skew F distribution Linear mixed model, moment generating function, Cochran's theorem, noncentral skewchi-square distribution, noncentral skew F distribution
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