The F-test of homoscedasticity for correlated normal variables

Theophilos Cacoullos

Statistics & Probability Letters, 2001, vol. 54, issue 1, 1-3

Abstract: Using the F-representation of t, the Pitman-Morgan t-test for homoscedasticity under a bivariate normal setup is shown to be equivalent to an F-test on n-2 and n-2 degrees of freedom. This yields an F-test of independence under normality.

Keywords: F-representation; of; t; Pitman-Morgan; test; Wilks; [beta]-criterion (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (2)

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