AN EXACT TEST FOR THE EQUALITY OF VARIANCES
成果类型：
Article
署名作者：
PLACKETT, RL
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/34.3-4.311
发表日期：
1947
页码：
311319
关键词：
摘要：
In the situation in which samples of [image] observations are drawn from each of [kappa] [rho]-variate normal distributions and the covariance matrices determined, it is required to test the hypothesis that variances and covariances of the [kappa] distributions are all equal. Exact tests are given for any number of 1- or 2-variate normal populations and for two 3- or 4-variate populations, where [image] > [rho][kappa]. The moments of the test criterion are given for the general case. The power function of the test is given for the univariate case.