The F -test of homoscedasticity for correlated normal variables

Statistics and Probability Letters

Volumn 54, Issue 1, 2001, Pages 1-3

  Cacoullos, Theophilos ^a  

^a UNIVERSITY OF ATHENS   (Greece)

Author keywords

F representation of t; Pitman Morgan test; Wilks criterion

Indexed keywords

EID: 0011804086     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(00)00189-9     Document Type: Article

References (5)

1. Anderson T.W. An Introduction to Multivariate Statistical Analysis. 1984;Wiley, New York.
2. Cacoullos, T., 1965. A relation between t and F -Distributions. J. Amer. Statist. Assoc. 60, 528-531. See also Corrigenta, Amer. Statist. Assoc. 60, 1249.
3. Morgan W.A. A test for the significance of the difference between the two variances in a sample from a normal bivariate population. Biometrica. 31:1939;13-19.
4. Pitman E.J.G. A note on normal correlation. Biometrika. 31:1939;9-12.
5. Wilks S.S. Sample criteria for testing equality of means, equality of variances, and equality of covariances in a multivariate distribution. Ann. Math. Stat. 17:1946;257-281.