The F-test of homoscedasticity for correlated normal variables

✍ Scribed by Theophilos Cacoullos

• Book ID: 104301564
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 62 KB
• Volume: 54
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(00)00189-9

✦ Synopsis

Using the F-representation of t, the Pitman-Morgan t-test for homoscedasticity under a bivariate normal setup is shown to be equivalent to an F-test on n-2 and n-2 degrees of freedom. This yields an F-test of independence under normality.