F-distribution

E212217

The F-distribution is a continuous probability distribution widely used in statistics, especially for comparing variances and conducting analysis of variance (ANOVA) tests.

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F-distribution canonical 3

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Statements (52)

Predicate Object
instanceOf continuous probability distribution ⓘ
probability distribution ⓘ
ratio distribution ⓘ
univariate distribution ⓘ
application construction of confidence intervals for variance ratios ⓘ
experimental design analysis ⓘ
model comparison in econometrics ⓘ
assumes homoscedasticity under null hypothesis in ANOVA ⓘ
independent observations in classical ANOVA ⓘ
normally distributed errors in classical ANOVA ⓘ
cdfExpression F(x; d1, d2) = I_{d1 x / (d1 x + d2)}(d1/2, d2/2) ⓘ
definedAs (U1/df1) / (U2/df2) where U1 and U2 are independent chi-squared variables ⓘ
distribution of ratio of two scaled chi-squared variables ⓘ
hasProperty as degrees of freedom increase, approaches normality after transformation ⓘ
non-negative ⓘ
right-skewed ⓘ
kurtosisExcess 12 (d1 (5 d2 - 22) (d1 + d2 - 2) + (d2 - 4)^2 (d2 - 2)) / ( d1 (d2 - 6) (d2 - 8) (d1 + d2 - 2) ) for d2 > 8 ⓘ
limitingBehavior as both degrees of freedom go to infinity, distribution becomes concentrated near 1 ⓘ
as d2 -> infinity, d2 X / d1 converges to chi-squared(d1) ⓘ
mean d2 / (d2 - 2) for d2 > 2 ⓘ
mode (d1 - 2) d2 / (d1 (d2 + 2)) for d1 > 2 ⓘ
namedAfter Ronald Fisher ⓘ
linked to: Ronald A. Fisher
parameter denominator degrees of freedom ⓘ
numerator degrees of freedom ⓘ
pdfExpression f(x; d1, d2) = sqrt(((d1 x)^{d1} d2^{d2}) / ((d1 x + d2)^{d1 + d2})) / (x B(d1/2, d2/2)) for x > 0 ⓘ
relatedDistribution Student's t-distribution ⓘ
beta distribution ⓘ
chi-squared distribution ⓘ
normal distribution ⓘ
skewness ( (2 d1 + d2 - 2) sqrt(8 (d2 - 4)) ) / ( (d2 - 6) sqrt(d1 (d1 + d2 - 2)) ) for d2 > 6 ⓘ
specialCaseOf beta prime distribution ⓘ
support x > 0 ⓘ
x in (0, infinity) ⓘ
symbol F ⓘ
transformationRelation if T ~ t(d2) then T^2 ~ F(1, d2) ⓘ
if X ~ F(d1, d2) then d1 X / (d1 X + d2) ~ Beta(d1/2, d2/2) ⓘ
usedFor ANOVA ⓘ
analysis of variance ⓘ
comparing variances of two normal populations ⓘ
overall F-test in linear regression ⓘ
regression model significance testing ⓘ
testing equality of variances ⓘ
testing multiple linear restrictions ⓘ
testing nested linear models ⓘ
variance ratio tests ⓘ
usedIn MANOVA via related statistics ⓘ
general linear models ⓘ
one-way ANOVA ⓘ
random effects models ⓘ
two-way ANOVA ⓘ
variance components analysis ⓘ
variance 2 d2^2 (d1 + d2 - 2) / (d1 (d2 - 2)^2 (d2 - 4)) for d2 > 4 ⓘ

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