Is called the Non-central distribution with m degree of freedom and noncentrality parameter . Let denote the d.f. of this distribution . that is It follows that, given . The distribution of U noncentral with degree of freedom and noncentrality parameter .Let δ be the test that rejects when
Figure 8.9 The power functions on the alternative of one-sided level 0.05 and level 0.01 t tests with various degree of freedom for various values of the noncentrality parameter
. Then the power function of δ is . In Exercise 11, you can prove that . There are computer programs to calculate the d.f. of a noncentral t distribution, and some statistical software packages include such programs. Fig. 8.9 plots the power functions of level 0.05 and level 0.01 t tests for various degrees of freedom and various values of the no centrality parameter . The horizontal axis is labeled because the same graphs can be used for both types of one-sided hypotheses. The next example illustrates how to use Fig.8.9 to approximate power.
Example 8.5.2 Lengths of fibers. In Example 8.5.1, we tested the hypotheses (8.5.3) at level 0.05. Suppose that we are interested in the power of our test when is not equal to 5.2. In particular, suppose that we are interested in the power when