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Biometrika 1984 71(3):637-638; doi:10.1093/biomet/71.3.637
© 1984 by Biometrika Trust
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MISCELLANEA

On the covariance of two noncentral F random variables and the variance of the estimated liner discriminant function

FRANK CRITCHLEY and IAN FORD

Department of Statistics, University of Warwick Coventry, U.K.
Department of Statistics, University of Glasgow Glasgow, U.K.

The covariance of two noncentral F random variables with a common covariance matrix is obtained from which the variance of their difference follows easily. An application of this latter result in discriminant analysis is then given.

Key Words: Discriminant analysis • Noncentral F distribution


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