F Distribution

Topics: Probability

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(definition)

Let $X$ and $Y$ be independent random variables such that $X\sim {\chi }_{(v_1)}$ and $Y\sim {\chi }_{(v_2)}$. Let:

$$F=\frac{\frac{X}{v_1}}{\frac{Y}{v_2}}$$

In such a case, we say that $F$ has an F distribution and write $F\sim F_{(v_1,v_2)}$.

Modified today. modifi