A test for the significance of the difference between the two variances in a sample from a normal bivariate population
成果类型：
Article
署名作者：
Morgan, WA
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/31.1-2.13
发表日期：
1939
页码：
1319
关键词：
摘要：
The Neyman and Pearson likelihood ratio method is applied to derive a criterion for testing whether the variances in a sample from a normal bivariate population are equal. The test obtained depends only on the sample values of the variances and correlation coefficients but its power increases with the numerical value of the population correlation p. Being independent of p it appears to be the appropriate test criterion to use when p is unknown.