A Test of Variances
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Publication:3258199
Cited in
(5)- An unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known means
- Asymptotic expansions of the distribution of Bartlett's test and sphericity test under the local alternatives
- On ARL-Unbiased Control Charts
- Tables for unbiased confidence intervals for ratios of variances when sampling from two independent normal distributions
- Shortest confidence intervals for the ratio of two normal variances
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