8.7 The F Distribution
In this section, we introduce the family of F distributions. This family is useful in two different hypothesis-testing situations. The first situation is when we wish to test hypotheses about the variances of two different normal distributions. These tests, which we shall derive in this section, are based on a statistic that has an F distribution. The second situation will arise in Chapter 10 when we shall test hypotheses concerning the means of more than two normal distributions.
Definition of the F Distribution
In this section we shall introduce a probability distribution, called the F distribution that arises in many important problems of testing hypotheses in which two or more normal distributions are to be compared on the basis of random samples from each of the distributions. We shall begin by difining the F distribution and deriving its p.d.f.
Consider two independent random variables Y and W such that Y has a...distribution with m degree of freedom and W has a....distribution with n degrees of freedom, where