The F test was named by George W. Snedecor in honor of its developer, Sir Ronald A. Fisher. F tests are used for a number of purposes, including comparison of two variances, analysis of variance (ANOVA), and multiple regression. An F statistic is a statistic having an F distribution.

The F Distribution

The F distribution is related to the chi-square (χ2) distribution.

A random variable has a chi-square distribution with m degrees of freedom (d.f.) if it is distributed as the sum of squares of m independent standard normal random variables. The chi-square distribution arises in analysis of variance and regression analysis because the sum of squared deviations (numerator of the variance) of the dependent variable is decomposed into parts having chi-square distributions under the standard assumptions on ...

  • Loading...
locked icon

Sign in to access this content

Get a 30 day FREE TRIAL

  • Watch videos from a variety of sources bringing classroom topics to life
  • Read modern, diverse business cases
  • Explore hundreds of books and reference titles