F Distribution

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.