F distribution OPTS502M201921-2

Suresh Venkatraman
Pre Reading for class of 10th October

• Named after the mathematician Ronald Fisher.

Wednesday, October 9, 2019 F Distribution 1 of 6

 Consider two random OPTS502M201921-2
Suresh Venkatraman

variables
• And both of them follow a ChiSquare distribution.

• Suppose the first one follows a ChiSquare distribution with

Pre Reading for class of 10th October

10 degrees of freedom

• And the second one follows a Chisquare distribution with

4 degrees of freedom.

• Let P = X210 dof divided by 10 and Q = X24 dof divided by 4

• The ratio P/Q follows the F distribution.

Wednesday, October 9, 2019 F Distribution 2 of 6

 Why are we first dividing OPTS502M201921-2
Suresh Venkatraman

by 10 and 4 respectively?
We already know that the distribution of the random
variable X210 dof has the expected value or mean of 10.
Pre Reading for class of 10th October

We divide the random variable X210 dof by 10 so that we get a

new random variable P whose density function shape is the
same as X210 dof but scaled down so that the average is now 1.

We divide the random variable X24 dof by 4 so that we get a

new random variable Q whose density function shape is the
same as X24 dof but scaled down so that the average is now 1.

Wednesday, October 9, 2019 F Distribution 3 of 6

 F = P/Q OPTS502M201921-2
Suresh Venkatraman

• Since we found F in this way we must uniquely identify it

as F10,4
Pre Reading for class of 10th October

• Here the suffix 10 is degrees of freedom of the ChiSquare

distribution in the numerator
• And the suffix 4 is degrees of freedom of the ChiSquare
distribution in the denominator.
• Obviously F10,4 is not the same as F10,3 or F9,4
• More importantly F10,4 is definitely not the same as F4,10

Wednesday, October 9, 2019 F Distribution 4 of 6

 F distribution is not OPTS502M201921-2
Suresh Venkatraman

• One but a whole family of distributions

• It has far more members than the family of ChiSquare

Pre Reading for class of 10th October

distributions. Why?

• Every member of the family of F distributions must be

identified using the degrees of freedom of the numerator
and denominator.

• i.e. the dof of the two ChiSquared distributions used.

Wednesday, October 9, 2019 F Distribution 5 of 6

 Articulating F distribution OPTS502M201921-2
Suresh Venkatraman

• I have used two intermediate variables P and Q in my

attempt to make it easy for you to understand.
Pre Reading for class of 10th October

• Text books do not use these intermediate variables.

• So they articulate the F distribution as follows

• F10,4 = (χ210 dof /10) / (χ24 dof /4)

• or in general

• Fm,n = (χ2m dof /m) / (χ2n dof /n)

Wednesday, October 9, 2019 F Distribution 6 of 6