MATH 376 -- Probability and Statistics II 

F-distributions 

January 28, 2010 

 

The F-distribution describes the distribution of a  

ratio of two  `*`(`^`(chi, 2)) - distributed random variables, scaled 

by the numbers of degrees of freedom of each:  If  U[1] 

is  `*`(`^`(chi, 2))(nu[1])  and  U[2]  is   `*`(`^`(chi, 2))(nu[2]) ,  then the ratio  

`/`(`*`(nu[2], `*`(U[1])), `*`(nu[1], `*`(U[2])))  has an  F-distribution with nu[1]  ``numerator 

degrees of freedom'', and nu[2]  ``denominator degrees of  

freedom''.   F-distributions are always skewed, with  

expected value > 1, if `<`(2, nu[2]) 

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