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 is said to have an F-distribution with ν1 and ν2 degrees of freedom. This may be written as the Fν1,ν2-distribution. Evidently 1/X will have a Fν2,ν1-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 Fν1,ν2-distribution is given bywhere B is the beta function.
The distribution has mean ν2/(ν2−2) provided that ν2>2. The distribution has varianceprovided that ν2>4. If ν1≤2 there is a mode at 0, otherwise the mode is atIf X has a t-distribution with ν degrees of freedom, then X2 has an F1,ν distribution.