Statistical Methods

Unit 8 - F-Distribution

8.2. F-distribution
If s₁² is the variance of a sample of size n₂ and s₂² is the variance of another independent sample of n₁ taken from the same population then ratio of variances of these samples i.e. s₁²/ s₂² follows a distribution called F-distribution with (n₁-1) and (n₂-1) degrees of freedom.

Note:

• F has two sets of degrees of freedom-one for numerator and another for denominator.
• F is a positively skewed distribution.
• Shape of F distribution depends upon the two degrees of freedom.
• Degrees of freedom are the parameters of F distribution.