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F-distribution

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 (see Cochran's theorem for an application).

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; see F-test.

If d2 > 2, then the mean is d2/(d2 − 2) and if d2 > 4 the variance is given by

The F-distribution always ranges from zero to infinity; if d1 > 2, it is a unimodal with mode

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