二次型之比服从F-分布的充分必要条件

The Necessary and Sufficient Conditions for the Ratios of Quadratic Forms to be Distributed as F-distributions

  • 摘要: 考察F-分布的密度和矩,本文给出了正态随机向量二次型之比服从F-分布的充分必要条件,进而给出了椭球等高随机向量二次型之比服从F分布的充分必要条件。作为应用,我们减弱了传统F-检验中对两简单子样独立性的要求。

     

    Abstract: The necessary and sufficient conditions such that the ratios of quardratic forms in multinor-mal random vectors have F-distributions are obtained by investigating the density functions and moments of F-distributions and moments of F-distributions. Furthermore, the necessary and sufficient conditions for the ratios of quadratic forms contoured random vectors to be distributed as F-distributions are also obtained. As applications, we extend the classical F-test to some dependent two group samples.

     

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