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.

UR - http://www.tqmp.org/RegularArticles/vol12-2/p131/p131.pdf RP - IN FILE DO - 10.20982/tqmp.12.2.r131 DA - 2016-09-15 ER -