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F-Distribution Overview

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Degrees of Freedom

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Determined by the number of samples and data points. Formulas: df1=n11df_1 = n_1 - 1, df2=n21df_2 = n_2 - 1

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Calculating P-value from F-Statistic

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Shows the probability of obtaining an F-statistic as extreme or more extreme than the observed value. Use F-distribution tables or software.

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Assumptions Behind F-Distribution

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Populations from which samples are drawn should be normally distributed and have equal variances.

H0:σ12=σ22H_0: \sigma_1^2 = \sigma_2^2

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Definition of F-Distribution

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Used to compare two variances and often in ANOVA.

F=Variance between samplesVariance within samplesF = \frac{\text{Variance between samples}}{\text{Variance within samples}}

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When to Use F-Distribution

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When comparing the variances of two independent samples or in the context of ANOVA for comparing means.

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Use in Analysis of Variance (ANOVA)

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Determines if there are significant differences between group means.

F=MSbetweenMSwithinF = \frac{MS_{\text{between}}}{MS_{\text{within}}}

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Shape of F-Distribution

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Skewed to the right, depends on degrees of freedom. No fixed mean or mode.

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Critical Values of F-Distribution

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Values that define the rejection region in a hypothesis test. Dependent on df1df_1, df2df_2, and significance level.

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