On a correlated variance ratio distribution and its industrial application

DOI10.1080/03610926.2012.735324MaRDI QIDQ5249187zbMATH OpenOpenAlexFDO

Authors

Publication date 29 April 2015

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2012.735324

zbMATH Keywords

correlated chi-square variablescumulative distribution functionequality of variancesinvariancemomentsquality controltesting of hypothesesvariance ratio

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• A Note on the Bivariate Chi Distribution
• Density functions of the bivariate chi-square distribution
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• Moments of the product and ratio of two correlated chi-square variables
• On moments of beta mixtures,the noncentral beta distribution,and the coefficient of determination
• On the Statistics of Spectral Amplitudes After Variance Reduction by Temporal Cepstrum Smoothing and Cepstral Nulling
• Regression Estimator in Ranked Set Sampling
• Repeated substitution method: The ratio estimator for the population variance
• Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution
• Statistical quality control. A modern introduction
• THE DISTRIBUTION OF THE RATIO OF COVARIANCE ESTIMATES IN TWO SAMPLES DRAWN FROM NORMAL BIVARIATE POPULATIONS

Cited in

(2)

• The density of the sample correlations under elliptical symmetry with or without the truncated variance-ratio
• The distribution of the sample correlation coefficient under variance-truncated normality

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