Prop osition a : Fisles. Asbributecl Mader He (i.e. PEM) » Fis Fp-peanp > olisbvbuteel. Proof: (sketch) Take £,...,f €1R™ suk Bak ait op a4 ONB of Mey Freer, Ep is an ONB Ao AM anc Creare, an ONG of AT (Rue F & ON of KR). ot Foe arbittary DE IR™, 0 = ZB cVierdee . DePne Br Se | The Zils are AN(0,4) and sneleprelert . Now , IY 2IP = I (HH) 2UY = JE follows: (a) AEE ERRET eee ner rea He mull ne Ho Hot SEES, hails (paseExample 88 (Tuo vay ANOVA vith iakrackons) Same cab, siuahor as ia Erample 34, orth balances desiga. The 7 is 4 vith parameters MEI BERS! F 4; ° Ven". Fh =0 kot 4 $y Gee Jans L Ss ith Mbasp apThe mull hypothesis that He influence of He variables C aad Dis purely w ADDITIVE" is equivaleak ith oll lalerachins being mek, se. Hoi(W sie), The Corresponcti test stab’sher is and its liskeibubios Cirdet HLS is Fea ceaia-ine! Sample size.Links betoeen F-tests in sections Y4RYS Motivation: p-Ayey Tay Te NY Pol? / (pre) (ere) Mere) FPP) Actually, user some cilegebra, we will see neu that te too wieuponts coirerle! Consider SLE M4 with rank al. a vector m oR In Sechon 4H, co) Poh cee oe Yes on. Fe P. =1-9-(#) =4-2. isa——— EZ Tukey's method + | 12. Tukey § methoo we We consider He tot stehshc T= pop MSE | One can Sag He follociag about T's distribu hoy: | Lemma 34: The clésteibubin of T Olecan't clepend oa tibet tek on parameters @ cand o - Fuctharmore , Tig distibuled Hs Taj) rte Arts AB indepy cl ent Variables Wert oatiSeo sik, Fe WUe,R) ith Ry oa: = Corr (WER) u 2 ST np thar § Fac 0% HP Gard P= 080. | ln genera! , tle distibuhion of 5 ‘ Cher Can be expressed a2 a simple Trans fornahion a. o aorical disteibuhions ). IF may houeve be simulaked without any Problem. Let Kay dene tts (4-)-quanhle. Thar, He erihical Values Cee Se Kia falbt He quaiity : RC "e-9rB] < aCp VPeh) =4.. than one homes ,, AdidilesieGasles! sioulabions ; He fLlo-ng | method results: one simalaks 7m Stochash'cal Pees | Paadom Variables “[ay---, Tm ViPA Re Same oSIetbuhion ay T (m areplicakes” of T) . byThen one ranks Hom: Tay 4 Shatch 22 scoot: Gaside- rdep. Za N(0,4) , 2~Wie (0, Au) ank Ee ~ Xe. As E(B )24 ad Var(B) st. We ebfain feom Tschebyshev's inequality ; that (Eg [tte]) < for abilearg € €(0,4). Hence W/e converges b 4 4 $ Cia IP foe > a). ; The same reaveniag Applies fo She= I ZI~ Wy so that ae ~ Fue] sahisfies | FPS 4 for kOe. This means that Fut; 24 for ary Pred fe (0,4). Fron fle execsses, posal Hos 1 for kk. \2teyt? by Perey ee hap He same ohistebuhin Thus lmax( 2) -min(2)\ behaves Mike. )2 Pleghs (2+ 412) Landau —Notaben ; He Jerm conve, $0 © (uit IP) Is9Peete = a min(2) Ae Que @ at obtain thab Tegp Ot fee Meee. lh pachcalan Quiesg = 2y2lglw? (2. +02) foe aang Bxeol TE(O,2) and k,C ra. az For he cheat quaatis, ele Nee. The quekent Te ~te. For acviteacy &70, e(gr> e) = EL ( | Ke) | =e[8(-1le') J. As [o,c) y —> P( ~b iy?) is sheictly convex, Jensen's inequality delives : IP(?/im >4) > Bl-e lem) = B(-4) Thés implies Haak ty ant >? B"(4-5) for acbibearg J€(0,4), Ard from the (up Coming) exercises ue have thab GU1-5) aoe Se Pa DE On He otles hank (se cards2-plt) jue cofablisled Hab bay < [Uley( F(A +2(4)) , Liken Sue. Ie