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| An '''F test''' is a statistical test for whether a random variable follows the [[Statistics/FDistribution|F distribution]]. | An '''F test''' is a statistical test for whether a random variable follows the [[Analysis/FDistribution|F distribution]]. |
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| The [[Statistics/FDistribution|F distribution]] is a ratio of normalized [[Statistics/ChiSquaredDistribution|chi-squared distributed]] random variables. Correspondingly, there is a connection between F statistics and [[Statistics/PearsonsChiSquaredTest|chi-squared statistics]]: as the denominator degrees of freedom get larger, the relationship converges to ''chi-squared = (numerator degrees of freedom) * F''. | The [[Analysis/FDistribution|F distribution]] is a ratio of normalized [[Analysis/ChiSquaredDistribution|chi-squared distributed]] random variables. Correspondingly, there is a connection between F statistics and [[Statistics/PearsonsChiSquaredTest|chi-squared statistics]]: as the denominator degrees of freedom get larger, the relationship converges to ''chi-squared = (numerator degrees of freedom) * F''. |
F Test
An F test is a statistical test for whether a random variable follows the F distribution.
Contents
Description
The F distribution is a ratio of normalized chi-squared distributed random variables. Correspondingly, there is a connection between F statistics and chi-squared statistics: as the denominator degrees of freedom get larger, the relationship converges to chi-squared = (numerator degrees of freedom) * F.