Testing for equality of variance of correlated normal variables
โ Scribed by DouglasM. Hawkins
- Book ID
- 115224743
- Publisher
- John Wiley and Sons
- Year
- 1981
- Tongue
- English
- Weight
- 335 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0039-0402
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Assume a joint 2p-variate normal distribution for the p-component vectors and y with unknown mean and unknown variance-covariance matrices Zz. and Zuyy respectively, with Cov (5, y) =Zzu. No assumptions are made about the nature of Zzu. The likelihood ratio method is investigated to test the hypoth
Since the two-sample t-test presupposes equality of variances, often a preliminary F-test is advised to check this assumption. However, very large sample sizes are necessary before this procedure behaves in a satisfactory manner. In the present note this phenomenon is explained using second-order as