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.
Mentioned in ?
References in periodicals archive ?
The orthogonal regression tool will require a number for the error variance ratio. One way to get the error variance ratio is to run a Type 1 repeatability study on each machine with one part (can be the same part or different part if needed) and 30 repetitions.
A Unit Root framework combined with Variance Ratio tests (VR), cointegration modelling (Johansen and Engle & Granger tests) and volatility analysis (GARCH) is used to identify volatility persistence patterns in the region.
Rubin advises that the variance ratio of propensity scores in two groups should be within the 0.50-2.00 range; however, we computed this ratio to be 1.21 between the inference population and the sample and 16.02 between the population and the population-weighted sample.
We also define a variance ratio [phi] = ([[sigma].sup.2.sub.0] + [[sigma].sup.2.sub.[epsilon]A])/([[sigma].sup.2.sub.0] + [[sigma].sup.2.sub.[epsilon]B]) = [[sigma].sup.2.sub.A]/[[sigma].sup.2.sub.B], which can be expressed as a ratio of the intraclass correlations, [phi] = [[rho].sub.B]/[[rho].sub.A].
Effect of variance ratio on ANOVA robustness: Might 1.5 be the limit?
The results for the robustness figure (Figure 2(b)) indicate the Gender-29 signature has a PC1/PC2 explained variance ratio of 4.57.
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.e., the ratio of net inventory variance over the variance of demand).
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.