The F distribution
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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
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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.
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