Density of the quotient of non-negative quadratic forms in normal variables with application to the F-statistic
| Autor: | Van der Genugten, B. B. |
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| Zdroj: | Statistics and Computing; December 1992, Vol. 2 Issue: 4 p179-182, 4p |
| Abstrakt: | The density of the quotient of two non-negative quadratic forms in normal variables is considered. The covariance matrix of these variables is arbitrary. The result is useful in the study of the robustness of theF-test with respect to errors of the first and second kind. An explicit expression for this density is given in the form of a proper Riemann-integral on a finite interval, suitable for numerical calculation. |
| Databáze: | Supplemental Index |
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