Overview
The {% F %}-distribution is sometimes used in hypothesis testing, in particular in the context of OLS regression.
Definition
If {% U %} and {% V %} are independently distributed chi-square random variables with {% m %} and {% n %} degrees of freedom, the the distribution given by
{% W = \frac{U/m}{V/n} %}
is called the {% F %} distribution with {% m %} and {% n %} degrees of freedom.
Library
The F Distribution provides methods for doing calculations using the F distribution.