Thanks, Robert, and to anyone else who has kindly answered what I
realised, belatedly, was a simple question (given that I was looking for
the simple normal case.)
Regards,
Alan
"Robert J. MacG. Dawson" wrote:
>
> 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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--
Alan McLean ([EMAIL PROTECTED])
Department of Econometrics and Business Statistics
Monash University, Caulfield Campus, Melbourne
Tel: +61 03 9903 2102 Fax: +61 03 9903 2007
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