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单词 F-distribution
释义
F-distribution

Statistics
  • If Y1 and Y2 are independent random variables each having a chi-squared distribution with ν1 and ν2 degrees of freedom, respectively, then the ratio X, given by F-distributionis said to have an F-distribution with ν1 and ν2 degrees of freedom. This may be written as the Fν12-distribution. Evidently 1/X will have a Fν21-distribution.

    The form of the distribution was first given in 1922 by Sir Ronald Fisher, and it is sometimes still referred to as Fisher's F-distribution. In 1934 the distribution was tabulated (see Appendix VII) by Snedecor, who used the letter F in Fisher's honour. The distribution is therefore also referred to as the Snedecor F-distribution. The probability density function f of the Fν12-distribution is given byF-distributionwhere B is the beta function.

    F-distribution

    F-distribution. All F-distributions take values from 0 to ∞ and, for ν1, ν2>4, have mean and mode near 1.

    The distribution has mean ν2/(ν2−2) provided that ν2>2. The distribution has varianceF-distributionprovided that ν2>4. If ν1≤2 there is a mode at 0, otherwise the mode is atF-distributionIf X has a t-distribution with ν degrees of freedom, then X2 has an F1,ν distribution.


Chemical Engineering
  • A statistical probability distribution used in the analysis of variance of two samples for statistical significance. It is calculated as the distribution of the ratio of two chi-square distributions and used, for the two samples, to compare and test the equality of the variances of the normally distributed variances.


Economics
  • A continuous distribution described by the probability density function

    f(x)=Γ(p+q2)Γ(p2)Γ(q2)(pq)p/2xp21(1+pqx)(p+q)/2,0<x<

    where p and q are the degrees of freedom. Its moment-generating function does not exist. This distribution is used, for example, in finite sample inference in a linear regression model under the assumption that the underlying random error has normal distribution. For large q, (pF) has asymptotically chi-square distribution with p degrees of freedom.


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