Density of the quotient of non-negative quadratic forms in normal variables with application to the F-statistic

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 1992 English Publisher:Springer Science and Business Media LLCJournal:Statistics and Computing, volume 2, pages 179-182 (issn: 0960-3174, eissn: 1573-1375,

Copyright policy )

Authors: B. B. Van der Genugten;

doi: 10.1007/bf01889677

Density of the quotient of non-negative quadratic forms in normal variables with application to the F-statistic

- Summary
- Metrics

Abstract

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.

Related Organizations

Tilburg University
Netherlands

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	0
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Average
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average