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Bivariate distributions of some ratios of independent noncentral chi-square random variables
Authors:D.L. Hawkins  Chien-Pai Han
Affiliation:The University of Texas at Arlington
Abstract:The bivariate distributions of three pairs of ratios of in¬dependent noncentral chi-square random variables are considered. These ratios arise in the problem of computing the joint power function of simultaneous F-tests in balanced ANOVA and ANCOVA. The distributions obtained are generalizations to the noncentral case of existing results in the literature. Of particular note is the bivariate noncentral F distribution, which generalizes a special case of Krishnaiah*s (1964,1965) bivariate central F distribution. Explicit formulae for the cdf's of these distribu¬tions are given, along with computational procedures
Keywords:noncentral chi-square  bivariate noncentral F distrubution  doubly noncentral F distribution  balanced ANOVA  balanced ANCOVA  joint power function
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