What is F-Test?

The F test is a statistical technique that determines if the variances of two samples or populations are equal using the F test statistic. Both the samples and the populations need to be independent and fit into an F-distribution. The null hypothesis can be rejected if the results of the F test during the hypothesis test are statistically significant; if not, it stays unchanged.

We can use this test when:

  • The population is normally distributed.
  • The samples are taken at random and are independent samples.

F-Test Formula using two covariances

Here,

  • Fcalc = Critical F-value.
  • σ12 & σ22 = variance of the two samples.

Here,

  • df = Degrees of freedom of the sample.
  • nS = Sample size.

F-Test in Statistics

F test is a statistical test that is used in hypothesis testing, that determines whether or not the variances of two populations or two samples are equal. An f distribution is what the data in a f test conforms to. By dividing the two variances, this test compares them using the f statistic. Depending on the details of the situation, a f-test can be one-tailed or two-tailed. The article will provide further information on the f test, the f statistic, its calculation, critical value, and how to use it to test hypotheses.

Table of Content

  • F-distribution
  • What is F-Test?
  • Hypothesis Testing Framework for F-test
  • Example Problem for calculating F-Test
  • Frequently Asked Questions (FAQs)

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F-distribution

In statistical hypothesis testing, the Fisher-Snedecor distribution, sometimes known as the F-distribution, is used, particularly when comparing variances or testing means across populations. Two degrees of freedom parameters, represented as ￰ df1 (numerator) and ￰ df2 (denominator), define this positively skewed data....

What is F-Test?

The F test is a statistical technique that determines if the variances of two samples or populations are equal using the F test statistic. Both the samples and the populations need to be independent and fit into an F-distribution. The null hypothesis can be rejected if the results of the F test during the hypothesis test are statistically significant; if not, it stays unchanged....

Hypothesis Testing Framework for F-test

Using hypothesis testing, the f test is performed to verify that the variances are equivalent. For various hypothesis tests, the f test formula is provided as follows:...

Example Problem for calculating F-Test

Consider the following example,...

Frequently Asked Questions (FAQs)

1. What is the difference between the F-test and t-test?...