Overview
F Test
The F-statistic, defined as
{% F = \frac{SS_B/(I-1)}{SS_W}/[I(J-1)] %}
under the null hypothesis
{% H_0 : \alpha_1 = \alpha_2 = ... = \alpha_n = 0 %}
is distributed as an
F distribution
with {% (I-1) %} and {% I(J-1) %} degrees of freedom.