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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