Abstract
The density of the quotient of two non-negative quadratic forms in normal variables is considered. The covariance matrix of these variables is arbitrary. The result is useful in the study of the robustness of theF-test with respect to errors of the first and second kind. An explicit expression for this density is given in the form of a proper Riemann-integral on a finite interval, suitable for numerical calculation.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
