F-distribution


In statistics, the F-distribution is a continuous probability distribution that arises frequently as the null distribution of a test statistic, most notably in the analysis of variance (ANOVA) and linear regression. It is used to test hypotheses about the variances of two populations, and is the ratio of two chi-squared distributions divided by their degrees of freedom. The F-distribution has two parameters: the degrees of freedom of the numerator and the degrees of freedom of the denominator. The shape of the distribution depends on these parameters, and as the degrees of freedom increase, the distribution approaches a normal distribution. The F-distribution is also used in the construction of confidence intervals for the ratio of two population variances.


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