Tables for Unbiased Tests on the Variance of a Normal Population
Pachares, James
Ann. Math. Statist., Tome 32 (1961) no. 4, p. 84-87 / Harvested from Project Euclid
Tables of critical values defining an unbiased test are given for testing the null hypothesis $\sigma^2 = \sigma^2_0$ against the two-sided alternative hypothesis $\sigma^2 \neq \sigma^2_0$ where $\sigma^2$ is the variance of a normal population. Use of the tabulated values leads to the logarithmically shortest confidence limits for $\sigma^k, k > 0$. The critical values have been found to five significant figures for $\alpha = .01, .05, .10$ where $\alpha$ is the size of the critical region and for $\nu = 1(1)20, 24, 30, 40, 60, 120$ where $\nu$ equals the degrees of freedom of the chi-square distribution. A least squares equation is given which may be used to find the critical values when $\nu \geqq 10$ for $\alpha = .01, .05, .10$. Since submitting a revision of the present paper for publication, the article by Tate and Klett [6] appeared necessitating a second revision. An explanation of the overlap of the present paper with [6] is included in Section 5. In addition, a brief discussion of [2], which was called to the writer's attention by the editor, has been added in Section 5.
Publié le : 1961-03-14
Classification: 
@article{1177705141,
     author = {Pachares, James},
     title = {Tables for Unbiased Tests on the Variance of a Normal Population},
     journal = {Ann. Math. Statist.},
     volume = {32},
     number = {4},
     year = {1961},
     pages = { 84-87},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177705141}
}
Pachares, James. Tables for Unbiased Tests on the Variance of a Normal Population. Ann. Math. Statist., Tome 32 (1961) no. 4, pp.  84-87. http://gdmltest.u-ga.fr/item/1177705141/