## The Annals of Mathematical Statistics

- Ann. Math. Statist.
- Volume 25, Number 3 (1954), 484-498.

### Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, II. Effects of Inequality of Variance and of Correlation Between Errors in the Two-Way Classification

#### Abstract

Theorems already enunciated in a previous paper on quadratic forms are used to determine the effects of inequality of variance and first order serial correlation of errors in the two-way classification on the analysis of variance. It is found that when the appropriate null hypothesis is true, inequality of variance from column to column results in an increased chance of exceeding the significance point for the test on homogeneity of column means, and a decreased chance for the corresponding test on row means. For moderate differences in variance neither effect is large. First order serial correlation within rows produces a large effect on the "between rows" comparisons, but little effect on the "between columns" comparisons.

#### Article information

**Source**

Ann. Math. Statist. Volume 25, Number 3 (1954), 484-498.

**Dates**

First available: 28 April 2007

**Permanent link to this document**

http://projecteuclid.org/euclid.aoms/1177728717

**JSTOR**

links.jstor.org

**Digital Object Identifier**

doi:10.1214/aoms/1177728717

**Mathematical Reviews number (MathSciNet)**

MR64361

**Zentralblatt MATH identifier**

0056.36604

#### Citation

Box, G. E. P. Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, II. Effects of Inequality of Variance and of Correlation Between Errors in the Two-Way Classification. The Annals of Mathematical Statistics 25 (1954), no. 3, 484--498. doi:10.1214/aoms/1177728717. http://projecteuclid.org/euclid.aoms/1177728717.

#### See also

- Part I: G. E. P. Box. 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., Volume 25, Number 2 (1954), 290--302.Project Euclid: euclid.aoms/1177728786