13.9 The F Distribution
Suppose we conduct a random sampling experiment whose outcome is a set of observations on two independent chi-square random variables X and Y with degrees of freedom v1 and v2, respectively. If we define a new variable
as the ratio of two independent chi-square random variables, each divided by its degrees of freedom, then F is said to follow an F distribution with v1 and v2 degrees of freedom and will be denoted as
. As this notation reveals, the F distribution is a two-parameter family of distributions; and as we vary the parameters v1 and v2, we generate a whole assortment of different F distributions. It can be demonstrated that the F distribution is positively skewed for any values of v1 and v2, with
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Moreover, unlike the t or Z distributions, the F distribution can only assume positive values.
What is the connection between Equation (13.24) and sampling from a normal population? Suppose a random sample of size n1 with variance
is drawn from a N(μ ...
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