The F distribution
[this page | pdf | back links]
The F distribution is also known as Snedecor’s F
or the Fisher-Snedecor distribution. It commonly arises in statistical tests
linked to analysis of variance.
 
![[SmartChart]](I/FDistribution_files/image001.gif)
![[SmartChart]](I/FDistribution_files/image002.gif)
![[SmartChart]](I/FDistribution_files/image003.gif)
 
 
  | Distribution name | F
  distribution | 
 
  | Common notation | 
 | 
 
  | Parameters |  =
  degrees of freedom (first) (positive integer)
  =
  degrees of freedom (second) (positive integer)
 | 
 
  | Domain | 
 | 
 
  | Probability density
  function | 
 | 
 
  | Cumulative distribution
  function | 
 | 
 
  | Mean | 
 | 
 
  | Variance | 
 | 
 
  | Skewness | 
 | 
 
  | (Excess) kurtosis | 
 | 
 
  | Characteristic function | 
 Where  is
  the confluent hypergeometric function of the second kind | 
 
  | Other comments | The F distribution is a special case of the Pearson
  type 6 distribution. It is also a particular example of the beta prime
  distribution.   If  and  are
  independent random variables then   
   Its mode is  .
  There is no simple closed form for the median. | 
 
Nematrian web functions
 
Functions relating to the above distribution may be accessed
via the Nematrian
web function library by using a DistributionName of “f”. Functions
relating to a generalised version of this distribution including additional
location (i.e. shift) and scale parameters may be accessed by using a DistributionName
of “f4”, see also including
additional shift and scale parameters. For details of other supported
probability distributions see here.
 
NAVIGATION LINKS
Contents | Prev | Next