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June, 1954 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
G. E. P. Box
Ann. Math. Statist. 25(2): 290-302 (June, 1954). DOI: 10.1214/aoms/1177728786

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.

Citation

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G. E. P. Box. "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." Ann. Math. Statist. 25 (2) 290 - 302, June, 1954. https://doi.org/10.1214/aoms/1177728786

Information

Published: June, 1954
First available in Project Euclid: 28 April 2007

zbMATH: 0055.37305
MathSciNet: MR61787
Digital Object Identifier: 10.1214/aoms/1177728786

Rights: Copyright © 1954 Institute of Mathematical Statistics

Vol.25 • No. 2 • June, 1954
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