and 
are two independent Chi-Squared random
variables with 
and 
degrees of freedom, respectively,
then the distribution of the random variable 
such that:
(8)If and are two independent Chi-Squared random
variables with and degrees of freedom, respectively,
then the distribution of the random variable such that:(8)
is said to follow the 
distribution with 
degrees of freedom in the numerator
and 
degrees of freedom in the denominator.
The 
distribution resembles the Chi-Squared
distribution (see Figure 3.8). This is because the 
random variable, like the Chi-Squared
random variable, is non-negative and the distribution is skewed to
the right (a right skew means that the distribution is unsymmetrical
and has a right tail). The 
random variable is usually abbreviated
by including the degrees of freedom as 
.
|
Figure 3.8: F distribution. |
See Also:
