Definition:F-Distribution

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Definition

The $F$-distribution is the probability distribution $X$ of the ratio of $2$ independent variables obeying the $\chi$-squared distribution, each divided by its degrees of freedom.


This is written:

$X \sim F_{n, m}$


Also known as

The $F$-distribution is also known as Snedecor's $F$-distribution, for George Waddel Snedecor.


Also see

  • Results about the $F$-distribution can be found here.


Historical Note

The $F$-distribution was pioneered by Ronald Aylmer Fisher in $1922$.

It was tabulated in $1934$ by George Waddel Snedecor, who named it the $F$-distribution in honour of Fisher.


Sources