Tables for F distribution OPTS502M201921-2

Suresh Venkatraman

There is only one standard normal distribution and that has a

simple table.
Pre Reading for class of 10th October

In case of Chi square we saw that there are many different

Chi square distributions and hence we would need many
tables.
To overcome that we had a single table with limited values of
probability.
The same approach is taken in the F distribution Table.

Wednesday, October 9, 2019 Tables and XL for F Distribution 1 of 9

 Given below is the extract OPTS502M201921-2
Suresh Venkatraman

of a table for F distribution

Pre Reading for class of 10th October

• Here in the top row is the numerator degrees of freedom

• In the 1st column is the denominator degrees of freedom.
• In the 2nd column is the area in the upper tail.
• Suppose we want F0.05, (8,6)
• we can find it to be 4.15
Wednesday, October 9, 2019 Tables and XL for F Distribution 2 of 9
 F0.05, (8,6) = 4.15 OPTS502M201921-2
Suresh Venkatraman

What does that mean?

It means p(F(8,6) ≥ 4.15) = 0.05
Pre Reading for class of 10th October

On the horizontal axis we plot the

values of F(8,6)
On the vertical axis we have density.

0.05

4.15

Wednesday, October 9, 2019 Tables and XL for F Distribution 3 of 9

 We wanted the value h OPTS502M201921-2
Suresh Venkatraman

• Such that p(F(8,6) ≥ h) = 0.05

• and we found h to be 4.15

Pre Reading for class of 10th October

• Suppose we want the value k such that p(F(8,6) ≤ k) = 0.05

• How to proceed?

• This question comes up because the F table gives only the

upper tail values.

• There is no F table for lower tail values!

Wednesday, October 9, 2019 Tables and XL for F Distribution 4 of 9

 Find the value k such that OPTS502M201921-2
Suresh Venkatraman

p(F(8,6) ≤ k) = 0.05
• First we rewrite p(F(8,6) ≤ k) = 0.05 as p(F(8,6) ≥ k) = 0.95
• This is an upper tail probability.
Pre Reading for class of 10th October

• We have moved one step forward and encountered

another problem.
• Unlike in the Chi Square Table, the F table does not have
probabilities of 0.90, 0.95, 0.99 etc.
• It has only probabilities 0.01, 0.025, 0.05 and 0.1

Wednesday, October 9, 2019 Tables and XL for F Distribution 5 of 9

 We turn to a rule unique to OPTS502M201921-2
Suresh Venkatraman

F distributions
• Given that p(F(8,6) ≥ k) = 0.95
• We express k as F0.95, (8,6)
Pre Reading for class of 10th October

• The rule says F0.95, (8,6) = 1 / [ F0.05, (6, 8 )]

• And from the table we can get F0.05, (6, 8 )

• We find that F0.05, (6, 8 ) = 3.58

Wednesday, October 9, 2019 Tables and XL for F Distribution 6 of 9
 F0.95, (8,6) = 1 / [ F0.05, (6, 8 )] OPTS502M201921-2
Suresh Venkatraman

• We found that F0.05, (6, 8 ) = 3.58

• We can compute F0.95, (8,6) = 1 / [ F0.05, (6, 8 )] = 1/3.58 = 0.28
Pre Reading for class of 10th October

• F0.95, (8,6) = 0.28

• Means p(F(8,6) ≥ 0.28) = 0.95
• Obviously p(F(8,6) ≤ 0.28) = 0.05
• We wanted to find the value k such that p(F(8,6) ≤ k) = 0.05
• And we found k = 0.28
• Along the way, we learnt a new rule.

Wednesday, October 9, 2019 Tables and XL for F Distribution 7 of 9

 What is the rule? OPTS502M201921-2
Suresh Venkatraman

F0.95, (8,6) = 1 / [ F0.05, (6, 8 )]

Or in general
Pre Reading for class of 10th October

F(1-α), (m,n) = 1 / [ Fα, (n, m )]

The left tail value for F m,n

is the reciprocal

of the right tail value for Fn,m

Wednesday, October 9, 2019 Tables and XL for F Distribution 8 of 9

 XL for F distribution OPTS502M201921-2
Suresh Venkatraman

• If you want the right tail value corresponding to a

probability use =F.INV.RT(probability, dofnumr, dofdenom).
Pre Reading for class of 10th October

• For the left tail use =F.INV(probability, dofnumr, dofdenom)

• If you know the value on F axis and you want the
probability to the right of that value use
• =F.DIST.RT(value, dofnumr, dofdenom)
• Probability to the left of that value use
• =F.DIST (value, dofnumr, dofdenom, 1)

Wednesday, October 9, 2019 Tables and XL for F Distribution 9 of 9