Tuesday, August 11, 2015

What is F-Distribution?

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DEfinition:
The F-distribution is the distribution of the ratio of two independent χ2   random variables divided by their respective degrees of freedom (df).
So, if u & v are independently χ2   variates with m & n respectively, then we are interested to find the distribution of the quantity.
This is also called variance ratio.  
Application of F-distribution:
1. To test the equality of several mean
2. To test the linearity of regression
3. To test the significance of simple correlation ratio, ηxy & son on. 

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