Statistics 简明教程

Statistics - F distribution

F 分布（斯内德科尔 F 分布或 Fisher–Snedecor 分布）表示连续概率分布，它经常出现在检验统计量的零分布中。它主要在方差分析或 F 检验中出现。

The F distribution (Snedecor’s F distribution or the Fisher�Snedecor distribution) represents continuous probability distribution which occurs frequently as null distribution of test statistics. It happens mostly during analysis of variance or F-test.

f distribution

Probability density function

F 分布的概率密度函数表示为：

Probability density function of F distribution is given as:

Formula

其中——

Where −

  1. ${d_1}$ = positive parameter.

  2. ${d_2}$ = positive parameter.

  3. ${x}$ = random variable.

Cumulative distribution function

F 分布的累积分布函数表示为：

Cumulative distribution function of F distribution is given as:

Formula

其中——

Where −

  1. ${d_1}$ = positive parameter.

  2. ${d_2}$ = positive parameter.

  3. ${x}$ = random variable.

  4. ${I} $ = lower incomplete beta function.