eng
TQMP
The Quantitative Methods for Psychology
1913-4126
2016-09-15
12
2
131
137
10.20982/tqmp.12.2.r131
article
Le quotient de deux variances corr\'el\'ees, sa distribution et son test
Laurencelle, Louis
louis.laurencelle@gmail.com
a
Universit\IeC {\'e} du Qu\IeC {\'e}bec \IeC {\`a} Trois-Rivi\IeC {\`e}res
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.
https://www.tqmp.org/RegularArticles/vol12-2/p131/p131.pdf
Correlated variances
t-test on correlated variances