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Q118Section III (Statistics)118 of 190

The FF-test for equality of variances needs both independence and normality

Suppose {X1,X2,…,Xm}\{X_1,X_2,\dots,X_m\} is a random sample from the distribution of X with mean μ1\mu_1 and variance σ12\sigma_1^2, {y1,…,yn}\{y_1,\dots,y_n\} is a random sample from the distribution of Y with mean μ2\mu_2 and variance σ22\sigma_2^2. The test statistic to test H0:σ12=σ22H_0:\sigma_1^2=\sigma_2^2 against H1:σ12≠σ22H_1:\sigma_1^2\neq \sigma_2^2 is Tn=SX2/SY2T_n=S_X^2/S_Y^2, where SX2S_X^2 and SY2S_Y^2 are sample variances. Then the null distribution of TnT_n is:

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