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F Distribution

F Distribution

The F distribution with m and n degrees of freedom is the continuous probability distribution with the following probability density function:

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The notation X ~ Fm,n denotes that the random variable X has an F distribution with m and n degrees of freedom. The random variable X is the quotient of two independent random variables; the dividend is a random variable that has a chi-square distribution with m degrees of freedom divided by m, while the divisor is a random variable having a chi-square distribution with n degrees of freedom divided by n. That is, if X and Y are independent,

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The UpperPercentiles of the F Distribution tabulates the values of critical lower percentiles for the F distribution with m and n degrees of freedom, for selected (m, n) pairs. Note that

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and therefore, the pth percentile of the Fm,n distribution is the reciprocal of the (100-p)th percentile for the Fn,m distribution
(0 < p < 100).

 

Subject: 
Statistics
Subject X2: 
Statistics

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