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Table of Contents Univariate Data Sampling Distributions F Distribution | |
See also: sampling distributions, chi-square distribution, t-distribution |
The F-distribution becomes relevant when we try to calculate the ratios of variances of normally distributed statistics. Suppose we have two samples with n_{1} and n_{2} observations, the ratio
is distributed according to an F distribution (named after R.A. Fisher) with df_{1} = n_{1}-1 numerator degrees of freedom, and df_{2} = n_{2}-1 denominator degrees of freedom. The F-distribution is skewed to the right, and the F-values can be only positive.
Note that three of the most important distributions (namely the normal
distribution, the t distribution, and the chi-square distribution) may
be seen as special cases of the F distribution:
normal distribution | = F(1,infinite) |
t distribution | = F(1, n_{2}) |
chi-square distribution | = F(n_{1}, infinite) |
Last Update: 2005-Jul-16