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...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.展开更多
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)+2 种基金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
文摘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.
