The Correlation and Dependence between Two F Statistics with the Same Denominator

Authors
Feingold, Marcia Korsog, P. E.
Citation
Feingold, Marcia et E. Korsog, P., The Correlation and Dependence between Two F Statistics with the Same Denominator, American statistician , 40(3), 1986, pp. 218-220
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
40
Issue
3
Year of publication
1986
Pages
218 - 220
Database
ACNP
SICI code
Abstract
We derive the correlation between two F statistics formed by using two independent chi-squared random variables as the numerators and a third central chi-squared variate as the common denominator.The correlation depends on the df of the numerators and denominator and the noncentrality parameters of the numerators.The correlation can be used to estimate useful probabilities involving both F statistics.