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.