QIN Huaizhen, CUI Hengjian, LI Yong. The Necessary and Sufficient Conditions for the Ratios of Quadratic Forms to be Distributed as F-distributions[J]. Chinese Journal of Applied Probability and Statistics, 1998, 14(1): 79-84.
Citation: QIN Huaizhen, CUI Hengjian, LI Yong. The Necessary and Sufficient Conditions for the Ratios of Quadratic Forms to be Distributed as F-distributions[J]. Chinese Journal of Applied Probability and Statistics, 1998, 14(1): 79-84.

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

  • 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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