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
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.
Permanent link to this document: http://projecteuclid.org/euclid.aoms/1177728786
Digital Object Identifier: doi:10.1214/aoms/1177728786
Mathematical Reviews number (MathSciNet): MR61787
Zentralblatt MATH identifier: 0055.37305