Testing the hypothesis of equality of the variances is considered when sampling from a bivariate normal distribution with means μ1 and μ2, variances and, and correlation coefficient ρ, where some observations on either of the variables are missing. The null distributions of the proposed statistics are obtained in terms of well-known distributions. The empirical powers of the statistics are computed for different values of and ρ, and are compared with those obtained from a statistic based on complete observations.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Agricultural and Biological Sciences (miscellaneous)
- Agricultural and Biological Sciences(all)
- Statistics, Probability and Uncertainty
- Applied Mathematics