Definition:F-Distribution
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Definition
The $F$-distribution is the probability distribution $X$ of the ratio of $2$ independent variables obeying the $\chi$-squared distribution, each divided by its degrees of freedom.
This is written:
- $X \sim F_{n, m}$
Also known as
The $F$-distribution is also known as Snedecor's $F$-distribution, for George Waddel Snedecor.
Also see
- Results about the $F$-distribution can be found here.
Historical Note
The $F$-distribution was pioneered by Ronald Aylmer Fisher in $1922$.
It was tabulated in $1934$ by George Waddel Snedecor, who named it the $F$-distribution in honour of Fisher.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): $F$-distribution
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): $F$-distribution
- Weisstein, Eric W. "F-distribution." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/F-Distribution.html