F-distribution

In statistics, the F-distribution is the probability distribution of a random variable of the form

where

• U₁ and U₂ have chi-square distributions with d₁ and d₂ degrees of freedom respectively, and

• U₁ and U₂ are independent.

The F-distribution arises frequently as the null distribution of a test statistic, especially in likelihood-ratio tests, perhaps most notably in the analysis of variance.

External links

• Table of critical values of the F-distribution
• Online significance testing with the F-distribution