F Distribution

Posted in Statistics, Total Reads: 2048

Definition: F Distribution

Also known as the Fischer-Snedecor Distribution, it is a continuous statistical distribution that is used to test whether two observed samples have the same variance. It is an asymmetric distribution that has a minimum value at 0 but has no maximum value. If X2m and X2n are independent variates as chi-squared with m and n degrees of freedom, then the statistic Fn,m is the ratio of the dispersions of the two distributions

Fn.m = (X2n/n)/(X2m/m)

The distribution is most spread out with the degrees of freedom are small, as the degrees of freedom increases, the distribution is less dispersed.


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