variance ratio

var·i·ance ra·ti·o (F),

the distribution of the ratio of two independent estimates of the same variance from a gaussian distribution based on samples of sizes (n + 1) and (m + 1), respectively. Estimates are usually based on one such sample analyzed in such a way as to make them independent, for example, analysis of variance, and F may be used to test a null hypothesis that the observed differences among sample means is no greater than could readily be accounted for by chance.
References in periodicals archive ?
Effect of variance ratio on ANOVA robustness: Might 1.
The heritability, variance ratios for permanent environmental effect of ewe and residual variance ratio were higher in this case (Models 3 vs Models 4).
Specifically, we adopt normalized Hasbrouck's (1993) intraday pricing error volatility, absolute value of first-order autocorrelation in daily returns, and absolute value of weekly to daily variance ratio as our empirical measures of price inefficiency.
Lo and MacKinlay (1988) proposed using a variance ratio test which is based on comparing variance estimators derived from data sampled at different frequencies.
Second, the replenishment rule has an impact on the inventory stability (as measured by the inventory variance ratio, i.
The GCA/SCA variance ratio exhibited that all the traits were under control of non-additive type of genes except plant height, which was found equally under control of additive and non-additive genes.
The design for the five group simulation study was 4 x 3 x 3 x 5 completely crossed design with (a) four levels of skew, (b) three levels of sample size, (c) three levels of sample size ratio, n1/n2/n3/n4/n5, and (d) five levels of variance ratio.
This negative effect was more obvious when variance ratio was 1:1:10 for k=3 and 1:1:1:10 for k=4(Table 3 and 4).
When estimating the health effects related to a chemical exposure, the variance ratio (i.
Additionally they examine two performance metrics for assessing the bullwhip effect: the order rate variance ratio and the net stock amplification.
A number of statistical tests comprising Ljung-Box Q statistics test, Runs test, GARCH volatility test and variance ratio test have been used to test randomness of world markets.