The F - Distribution
The- distribution arises as the ratio of two chi-squared distributions:
where
and
have chi-square distributions with
and
degrees of freedom respectively, and
and
are independent.
The mean, variance and skew are
and
respectively.
The probability density function of andistributed random variable is given by
for real
where
and
are positive integers, and
is the beta function.
The cumulative distribution function iswhere
is the regularized incomplete beta function.