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A note on the variance-ratio distribution

Published online by Cambridge University Press:  11 August 2014

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Extract

In his paper (J.S.S. Vol. VI, p. 172) Dr Wishart showed that the variance-ratio test can be very easily used with the aid of the appropriate tables. It may not have been obvious to the reader of that paper that, unlike most distribution functions, the one in question can be evaluated by elementary methods and that a simple formula can be established to give the required probability independently of any table. It is not suggested that the use of the formula to be demonstrated in this note is preferable to the ordinary employment of tables. It may be remarked, however, that in certain cases where a probability has to be directly calculated the formula has a big advantage, since the tables give only the values of F (or z) corresponding to a few specific ‘probability points’ and interpolation between these must be very unsatisfactory, as is obvious from a glance at Table 3 of Dr Wishart's paper.

Type
Research Article
Copyright
Copyright © Institute of Actuaries Students' Society 1950

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References

* The reader will find this table of general use in questions involving finite differences, probability and statistics.—Eds. J.S.S.