Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
Box, G. E. P.
Ann. Math. Statist., Tome 25 (1954) no. 4, p. 290-302 / Harvested from Project Euclid
This is the first of two papers describing a study of the effect of departures from assumptions, other than normality, on the null-distribution of the $F$-statistic in the analysis of variance. In this paper, certain theorems required in the study and concerning the distribution of quadratic forms in multi-normally distributed variables are first enunciated and simple approximations tested numerically. The results are then applied to determine the effect of group-to-group inequality of variance in the one-way classification. It appears that if the groups are equal, moderate inequality of variance does not seriously affect the test. However, with unequal groups, much larger discrepancies appear. In a second paper, similar methods are used to determine the effect of inequality of variance and serial correlation between errors in the two-way classification.
Publié le : 1954-06-14
Classification: 
@article{1177728786,
     author = {Box, G. E. P.},
     title = {Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification},
     journal = {Ann. Math. Statist.},
     volume = {25},
     number = {4},
     year = {1954},
     pages = { 290-302},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728786}
}
Box, G. E. P. Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification. Ann. Math. Statist., Tome 25 (1954) no. 4, pp.  290-302. http://gdmltest.u-ga.fr/item/1177728786/