le quotient de deux variances corr\'el\'ees, sa distribution et son test

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ID: 200488
2016
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Abstract
The joint sampling distribution of two correlated variances, i.e. variances stemming from a bivariate normal distribution or from two normal $\rho $-correlated distributions, is hardly known and used, by contrast with the distribution of $F$, the quotient of two independent, zero-correlated variances. The distribution of $F_\rho $, the quotient of two correlated variances, established by Bose (1935) and Finney (1938), is given along with its main characteristics, to which is added a handy $F_\rho $ to $F$ transformation. Finally, data based on Monte Carlo simulations document and compare the accuracy and power of two approximate tests of the difference between two correlated sample variances.
Reference Key
louis2016tutorialsle Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Laurencelle, Louis
Journal journal keteknikan pertanian
Year 2016
DOI
10.20982/tqmp.12.2.r131
URL
http://www.tqmp.org/RegularArticles/vol12-2/p131/p131.pdf
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