The F-distribution

Summary

• If \(X ~ χ_k^2\) and \(Y ~ χ_l^2\) and \(X\) and \(Y\) are independent random variables, then we say that

\[F= \frac{X/k}{Y/l}\]

• follows an F-distribution with \(k\) and \(l\) degrees of freedom and we write

\[F ~ F_{k,l}\]