@article{TQMP12-2-131,
author = {Laurencelle, Louis },
journal = {The Quantitative Methods for Psychology},
publisher = {TQMP},
title = {Le quotient de deux variances corr\'el\'ees, sa distribution et son test},
year = {2016},
volume = {12},
number = {2},
url = {http://www.tqmp.org/RegularArticles/vol12-2/p131/p131.pdf },
pages = {131-137},
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.},
doi = {10.20982/tqmp.12.2.r131}
}