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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

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Box, G. E. P.·1954·The Annals of Mathematical Statistics

Abstract

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.

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Authors
Box, G. E. P.
Venue
The Annals of Mathematical Statistics
Published
1954-06
Volume
25
Issue
2
Pages
290-302
ISSN
0003-4851 (ISSN-L)
OpenAlex
W2020737422
Cited by
1,513
References
0
FWCI
10.18
Type
journal article
Language
en
Open access
bronze

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