Premium
Calculating Parameters of Multivariate F Distribution for Simultaneous Testing Linear Hypotheses
Author(s) -
Dewięga T.,
Graboś Z.
Publication year - 1982
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710240710
Subject(s) - mathematics , multivariate statistics , multivariate normal distribution , distribution (mathematics) , statistics , f distribution , mathematical analysis , probability distribution
For testing a finite number of linear hypotheses the SANOVA method can be used. This method is based on the multivariate F distribution. In special case the multivariate F distribution depends on correlation coefficients of so called “accompanying” normal distribution. In this paper, formulas for calculating these coefficients are given. Some experimental designs are discussed in more detail. Theoretical considerations are illustrated by numerical examples.