The F test was named by George W. Snedecor in honor of its developer, Sir Ronald A. Fisher. F tests are used for a number of purposes, including comparison of two variances, analysis of variance (ANOVA), and multiple regression. An F statistic is a statistic having an F distribution.

The F Distribution

The F distribution is related to the chi-square2) distribution.

A random variable has a chi-square distribution with m degrees of freedom (d.f.) if it is distributed as the sum of squares of m independent standard normal random variables. The chi-square distribution arises in analysis of variance and regression analysis because the sum of squared deviations (numerator of the variance) of the dependent variable is decomposed into parts having chi-square distributions under the standard assumptions ...

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