The F -test of homoscedasticity for correlated normal variables

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The F -test of homoscedasticity for correlated normal variables

Cacoullos, T.

scientific_publication_article
Επιστημονική δημοσίευση - Άρθρο Περιοδικού (EL)
Scientific publication - Journal Article (EN)

2001


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. © 2001 Elsevier Science B.V. (EN)

English

https://creativecommons.org/licenses/by-nc/4.0/




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