F-distribution
From Wikipedia, the free encyclopedia.

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

The original article can be found at: http://en.wikipedia.org/wiki/F-distribution.
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