Statistics and Probability Dictionary

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F Statistic

The f statistic , also known as an f value , is a random variable that has an F distribution.

Here are the steps required to compute an f statistic :

  • Select a random sample of size n1 from a normal population, having a standard deviation equal to σ1.
  • Select an independent random sample of size n2 from a normal population, having a standard deviation equal to σ2.
  • The f statistic is the ratio of s1212 and s2222.

The following is an equation commonly used to compute an f statistic:

f = [ s1212 ] / [ s2222 ]

where σ1 is the standard deviation of population 1, s1 is the standard deviation of the sample drawn from population 1, σ2 is the standard deviation of population 2, and s1 is the standard deviation of the sample drawn from population 2.

See also:   Tutorial: F Distribution | F Distribution Calculator