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The n.s. conditions for the ration of two quadratic forms to have an f-distribution and its applications
Authors:Huaizhen Qin  Hengjian Cui  Yong Li
Institution:Department of Mathematics , Beijing Normal University , Beijing, 100875, P.R.China
Abstract:Suppose that ξ and η be two random vectors and that (ξτ, ητ have an elliptically contoured distribution or a multivariate normal distribution. In this article, we obtain some necessary and sufficient (N.S.) conditions such that the ratio of two quadratic forms, say ξτ Aξ and ητ Bη(for some symmetric nonnegative matrices A and B), has an F-distribution. As applications, we extend the classical F-test to some dependent two group samples. Two cases are considered: elliptically contoured and normal distributions.
Keywords:ellipticaly contoured distribution  multivariate normal distribution  simple samples  dependent samples  correlated samples  noncorrelated samples  the generalized F-test
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