Alan McLean wrote:
>
> Hi to all.
>
> Can anyone tell me what is the distribution of the ratio of sample
> variances when the ratio of population vriances is not 1, but some
> specified other number?
*If* the population distributions are normal (and this is not a
robust assumption - in other words, if it's moderately wrong you are
*not* safe from error) it's just a scaled F distribution.
If X has variance a^2, Y had variance b^2, then
(b^2/a^2) s^2_X/s^2_Y = s^2_(X/a)/s^2_(Y/b) ~ F .
-Robert Dawson
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