Condition for Variance Ratio to have F-Distribution

From ProofWiki
Jump to navigation Jump to search

Theorem

Let $V$ be the variance ratio obtained as the result of an analysis of variance exercise.

Suppose that the errors are:

independently normally distributed
with zero expectation
with equal variances.

Under the null hypothesis of no difference between treatment means, $V$ has an F-distribution.


High values of variance ratio indicate rejection of the null hypothesis.


Proof




Sources