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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.

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.


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This article is licensed under the GNU Free Documentation License. It uses material from the Wikipedia article "F-distribution".