13.4: Facts About the F Distribution (2024)

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    Here are some facts about the \(F\) distribution:

    1. The curve is not symmetrical but skewed to the right.
    2. There is a different curve for each set of \(dfs\).
    3. The \(F\) statistic is greater than or equal to zero.
    4. As the degrees of freedom for the numerator and for the denominator get larger, the curve approximates the normal.
    5. Other uses for the \(F\) distribution include comparing two variances and two-way Analysis of Variance. Two-Way Analysis is beyond the scope of this chapter.
    13.4: Facts About the F Distribution (2)
    Example \(\PageIndex{1}\)

    Let’s return to the slicing tomato exercise. The means of the tomato yields under the five mulching conditions are represented by \(\mu_{1}, \mu_{2}, \mu_{3}, \mu_{4}, \mu_{5}\). We will conduct a hypothesis test to determine if all means are the same or at least one is different. Using a significance level of 5%, test the null hypothesis that there is no difference in mean yields among the five groups against the alternative hypothesis that at least one mean is different from the rest.

    Answer

    The null and alternative hypotheses are:

    • \(H_{0}: \mu_{1} = \mu_{2} = \mu_{3} = \mu_{4} = \mu_{5}\)
    • \(H_{a}: \mu_{i} \neq \mu_{j}\) some \(i \neq j\)

    The one-way ANOVA results are shown in Table

    one-way ANOVA results
    Source of Variation Sum of Squares (\(SS\)) Degrees of Freedom (\(df\)) Mean Square (\(MS\)) \(F\)
    Factor (Between) 36,648,561 \(5 - 1 = 4\) \(\dfrac{36,648,561}{4} = 9,162,140\)

    \(\dfrac{9,162,140}{2,044,672.6} = 4.4810\)

    Error (Within) 20,446,726 \(15 - 5 = 10\)

    \(\dfrac{20,446,726}{10} = 2,044,672.6\)

    Total 57,095,287 \(15 - 1 = 14\)

    Distribution for the test: \(F_{4,10}\)

    \[df(\text{num}) = 5 - 1 = 4\]

    \[df(\text{denom}) = 15 - 5 = 10\]

    Test statistic: \(F = 4.4810\)

    13.4: Facts About the F Distribution (3)

    Probability Statement: \(p\text{-value} = P(F > 4.481) = 0.0248\).

    Compare \(\alpha\) and the \(p\text{-value}\): \(\alpha = 0.05, p\text{-value} = 0.0248\)

    Make a decision: Since \(\alpha > p\text{-value}\), we reject \(H_{0}\).

    Conclusion: At the 5% significance level, we have reasonably strong evidence that differences in mean yields for slicing tomato plants grown under different mulching conditions are unlikely to be due to chance alone. We may conclude that at least some of mulches led to different mean yields.

    To find these results on the calculator:

    Press STAT. Press 1:EDIT. Put the data into the lists L1, L2, L3, L4, L5.

    Press STAT, and arrow over to TESTS, and arrow down to ANOVA. Press ENTER, and then enter L1, L2, L3, L4, L5). Press ENTER. You will see that the values in the foregoing ANOVA table are easily produced by the calculator, including the test statistic and the p-value of the test.

    The calculator displays:

    • \(F = 4.4810\)
    • \(p = 0.0248\) (\(p\text{-value}\))

    Factor

    • \(df = 4\)
    • \(SS = 36648560.9\)
    • \(MS = 9162140.23\)

    Error

    • \(df = 10\)
    • \(SS = 20446726\)
    • \(MS = 2044672.6\)
    Exercise \(\PageIndex{1}\)

    MRSA, or Staphylococcus aureus, can cause a serious bacterial infections in hospital patients. Table shows various colony counts from different patients who may or may not have MRSA.

    Conc = 0.6 Conc = 0.8 Conc = 1.0 Conc = 1.2 Conc = 1.4
    9 16 22 30 27
    66 93 147 199 168
    98 82 120 148 132

    Plot of the data for the different concentrations:

    13.4: Facts About the F Distribution (4)

    Test whether the mean number of colonies are the same or are different. Construct the ANOVA table (by hand or by using a TI-83, 83+, or 84+ calculator), find the p-value, and state your conclusion. Use a 5% significance level.

    Answer

    While there are differences in the spreads between the groups (Figure \(\PageIndex{1}\)), the differences do not appear to be big enough to cause concern.

    We test for the equality of mean number of colonies:

    \(H_{0}: \mu_{1} = \mu_{2} = \mu_{3} = \mu_{4} = \mu_{5}\)

    \(H_{a}: \mu_{i} \neq \mu_{j}\) some \(i \neq j\)

    The one-way ANOVA table results are shown in Table.

    Table \(\PageIndex{1}\)
    Source of Variation Sum of Squares (\(SS\)) Degrees of Freedom (\(df\)) Mean Square (\(MS\)) \(F\)
    Factor (Between) 10,233 \(5 - 1 = 4\) \(\dfrac{10,233}{4} = 2,558.25\) \(\dfrac{2,558.25}{4,194.9} = 0.6099\)
    Error (Within) 41,949 \(15 - 5 = 10\)
    Total 52,182 \(15 - 1 = 14\) \(\dfrac{41,949}{10} = 4,194.9\)


    13.4: Facts About the F Distribution (5)

    Figure \(\PageIndex{2}\)

    Distribution for the test: \(F_{4,10}\)

    Probability Statement: \(p\text{-value} = P(F > 0.6099) = 0.6649\).

    Compare \(\alpha\) and the \(p\text{-value}\): \(\alpha = 0.05, p\text{-value} = 0.669, \alpha > p\text{-value}\)

    Make a decision: Since \(\alpha > p\text{-value}\), we do not reject \(H_{0}\).

    Conclusion: At the 5% significance level, there is insufficient evidence from these data that different levels of tryptone will cause a significant difference in the mean number of bacterial colonies formed.

    Example \(\PageIndex{2}\)

    Four sororities took a random sample of sisters regarding their grade means for the past term. The results are shown in Table.

    Figure \(\PageIndex{1}\): MEAN GRADES FOR FOUR SORORITIES
    Sorority 1 Sorority 2 Sorority 3 Sorority 4
    2.17 2.63 2.63 3.79
    1.85 1.77 3.78 3.45
    2.83 3.25 4.00 3.08
    1.69 1.86 2.55 2.26
    3.33 2.21 2.45 3.18

    Using a significance level of 1%, is there a difference in mean grades among the sororities?

    Answer

    Let \(\mu_{1}, \mu_{2}, \mu_{3}, \mu_{4}\) be the population means of the sororities. Remember that the null hypothesis claims that the sorority groups are from the same normal distribution. The alternate hypothesis says that at least two of the sorority groups come from populations with different normal distributions. Notice that the four sample sizes are each five.

    This is an example of a balanced design, because each factor (i.e., sorority) has the same number of observations.

    \(H_{0}: \mu_{1} = \mu_{2} = \mu_{3} = \mu_{4}\)

    \(H_{a}\): Not all of the means \(\mu_{1}, \mu_{2}, \mu_{3}, \mu_{4}\) are equal.

    Distribution for the test: \(F_{3,16}\)

    where \(k = 4\) groups and \(n = 20\) samples in total

    \(df(\text{num}) = k - 1 = 4 - 1 = 3\)

    \(df(\text{denom}) = n - k = 20 - 4 = 16\)

    Calculate the test statistic: \(F = 2.23\)

    Graph:

    13.4: Facts About the F Distribution (6)

    Probability statement: \(p\text{-value} = P(F > 2.23) = 0.1241\)

    Compare \(\alpha\) and the \(p\text{-value}\): \(\alpha = 0.01\)

    \(p\text{-value} = 0.1241\)

    \(\alpha < p\text{-value}\)

    Make a decision: Since \(\alpha < p\text{-value}\), you cannot reject \(H_{0}\).

    Conclusion: There is not sufficient evidence to conclude that there is a difference among the mean grades for the sororities.

    Put the data into lists L1, L2, L3, and L4. Press STAT and arrow over to TESTS. Arrow down to F:ANOVA. Press ENTER and Enter (L1,L2,L3,L4).

    The calculator displays the F statistic, the \(p\text{-value}\) and the values for the one-way ANOVA table:

    \(F = 2.2303\)

    \(p = 0.1241\) (\(p\text{-value}\))

    Factor

    \(df = 3\)

    \(SS = 2.88732\)

    \(MS = 0.96244\)

    Error

    \(df = 1\)

    \(SS = 6.9044\)

    \(MS = 0.431525\)

    Exercise \(\PageIndex{2}\)

    Four sports teams took a random sample of players regarding their GPAs for the last year. The results are shown in Table.

    GPAs FOR FOUR SPORTS TEAMS
    Basketball Baseball Hockey Lacrosse
    3.6 2.1 4.0 2.0
    2.9 2.6 2.0 3.6
    2.5 3.9 2.6 3.9
    3.3 3.1 3.2 2.7
    3.8 3.4 3.2 2.5

    Use a significance level of 5%, and determine if there is a difference in GPA among the teams.

    Answer

    With a \(p\text{-value}\) of \(0.9271\), we decline to reject the null hypothesis. There is not sufficient evidence to conclude that there is a difference among the GPAs for the sports teams.

    Example \(\PageIndex{3}\)

    A fourth grade class is studying the environment. One of the assignments is to grow bean plants in different soils. Tommy chose to grow his bean plants in soil found outside his classroom mixed with dryer lint. Tara chose to grow her bean plants in potting soil bought at the local nursery. Nick chose to grow his bean plants in soil from his mother's garden. No chemicals were used on the plants, only water. They were grown inside the classroom next to a large window. Each child grew five plants. At the end of the growing period, each plant was measured, producing the data (in inches) in Table \(\PageIndex{3}\).

    Table \(\PageIndex{3}\)
    Tommy's Plants Tara's Plants Nick's Plants
    24 25 23
    21 31 27
    23 23 22
    30 20 30
    23 28 20

    Does it appear that the three media in which the bean plants were grown produce the same mean height? Test at a 3% level of significance.

    Answer

    This time, we will perform the calculations that lead to the \(F'\) statistic. Notice that each group has the same number of plants, so we will use the formula

    \[F' = \dfrac{n \cdot s_{\bar{x}}^{2}}{s^{2}_{\text{pooled}}}.\]

    First, calculate the sample mean and sample variance of each group.

    Tommy's Plants Tara's Plants Nick's Plants
    Sample Mean 24.2 25.4 24.4
    Sample Variance 11.7 18.3 16.3

    Next, calculate the variance of the three group means (Calculate the variance of 24.2, 25.4, and 24.4). Variance of the group means \(= 0.413 = s_{\bar{x}}^{2}\)

    Then \(MS_{\text{between}} = ns_{\bar{x}}^{2} = (5)(0.413)\) where \(n = 5\) is the sample size (number of plants each child grew).

    Calculate the mean of the three sample variances (Calculate the mean of 11.7, 18.3, and 16.3). Mean of the sample variances \(= 15.433 = s^{2}_{\text{pooled}}\)

    Then \(MS_{\text{within}} = s^{2}_{\text{pooled}} = 15.433\).

    The \(F\) statistic (or \(F\) ratio) is \(F = \dfrac{MS_{\text{between}}}{MS_{\text{within}}} = \dfrac{ns_{\bar{x}}^{2}}{s^{2}_{\text{pooled}}} = \dfrac{(5)(0.413)}{15.433} = 0.134\)

    The \(dfs\) for the numerator \(= \text{the number of groups} - 1 = 3 - 1 = 2\).

    The \(dfs\) for the denominator \(= \text{the total number of samples} - \text{the number of groups} = 15 - 3 = 12\)

    The distribution for the test is \(F_{2,12}\) and the \(F\) statistic is \(F = 0.134\)

    The \(p\text{-value}\) is \(P(F > 0.134) = 0.8759\).

    Decision: Since \(\alpha = 0.03\) and the \(p\text{-value} = 0.8759\), do not reject \(H_{0}\). (Why?)

    Conclusion: With a 3% level of significance, from the sample data, the evidence is not sufficient to conclude that the mean heights of the bean plants are different.

    To calculate the \(p\text{-value}\):

    *Press 2nd DISTR

    *Arrow down to Fcdf(and press ENTER.

    *Enter 0.134, E99, 2, 12)

    *Press ENTER

    The \(p\text{-value}\) is \(0.8759\).

    Exercise \(\PageIndex{3}\)

    Another fourth grader also grew bean plants, but this time in a jelly-like mass. The heights were (in inches) 24, 28, 25, 30, and 32. Do a one-way ANOVA test on the four groups. Are the heights of the bean plants different? Use the same method as shown in Example \(\PageIndex{3}\).

    Answer

    • \(F = 0.9496\)
    • \(p\text{-value} = 0.4402\)

    From the sample data, the evidence is not sufficient to conclude that the mean heights of the bean plants are different.

    Collaborative Exercise

    From the class, create four groups of the same size as follows: men under 22, men at least 22, women under 22, women at least 22. Have each member of each group record the number of states in the United States he or she has visited. Run an ANOVA test to determine if the average number of states visited in the four groups are the same. Test at a 1% level of significance. Use one of the solution sheets in [link].

    References

    1. Data from a fourth grade classroom in 1994 in a private K – 12 school in San Jose, CA.
    2. Hand, D.J., F. Daly, A.D. Lunn, K.J. McConway, and E. Ostrowski. A Handbook of Small Datasets: Data for Fruitfly Fecundity. London: Chapman & Hall, 1994.
    3. Hand, D.J., F. Daly, A.D. Lunn, K.J. McConway, and E. Ostrowski. A Handbook of Small Datasets.London: Chapman & Hall, 1994, pg. 50.
    4. Hand, D.J., F. Daly, A.D. Lunn, K.J. McConway, and E. Ostrowski. A Handbook of Small Datasets. London: Chapman & Hall, 1994, pg. 118.
    5. “MLB Standings – 2012.” Available online at http://espn.go.com/mlb/standings/_/year/2012.
    6. Mackowiak, P. A., Wasserman, S. S., and Levine, M. M. (1992), "A Critical Appraisal of 98.6 Degrees F, the Upper Limit of the Normal Body Temperature, and Other Legacies of Carl Reinhold August Wunderlich," Journal of the American Medical Association, 268, 1578-1580.

    Review

    The graph of the \(F\) distribution is always positive and skewed right, though the shape can be mounded or exponential depending on the combination of numerator and denominator degrees of freedom. The \(F\) statistic is the ratio of a measure of the variation in the group means to a similar measure of the variation within the groups. If the null hypothesis is correct, then the numerator should be small compared to the denominator. A small \(F\) statistic will result, and the area under the \(F\) curve to the right will be large, representing a large \(p\text{-value}\). When the null hypothesis of equal group means is incorrect, then the numerator should be large compared to the denominator, giving a large \(F\) statistic and a small area (small \(p\text{-value}\)) to the right of the statistic under the \(F\) curve.

    When the data have unequal group sizes (unbalanced data), then techniques discussed earlier need to be used for hand calculations. In the case of balanced data (the groups are the same size) however, simplified calculations based on group means and variances may be used. In practice, of course, software is usually employed in the analysis. As in any analysis, graphs of various sorts should be used in conjunction with numerical techniques. Always look of your data!

    13.4: Facts About the F Distribution (2024)

    FAQs

    13.4: Facts About the F Distribution? ›

    Here are some facts about the F distribution. The curve is not symmetrical but skewed to the right. There is a different curve for each set of dfs. The F statistic is greater than or equal to zero.

    What is true about F distribution? ›

    Here are some facts about the F distribution. The curve is not symmetrical but skewed to the right. There is a different curve for each set of dfs. The F statistic is greater than or equal to zero.

    What does F distribution explain? ›

    An F distribution is a probability distribution that results from comparing the variances of two samples or populations using the F statistic. It is the distribution of all possible F values for a specific combination of samples sizes that are being compared.

    What are the major characteristics of F distribution? ›

    The F-distribution is either zero or positive, so there are no negative values for F. This feature of the F-distribution is similar to the chi-square distribution. The F-distribution is skewed to the right. Thus this probability distribution is nonsymmetrical.

    What is the history of the F distribution? ›

    The form of the distribution was first given in 1922 by Sir Ronald Fisher, and it is sometimes still referred to as Fisher's F-distribution. In 1934 the distribution was tabulated (see Percentage Points for the F-Distribution) by Snedecor, who used the letter F in Fisher's honour.

    Why is F distribution useful? ›

    The F-distribution has numerous real-world applications. For example, it is used in finance to test whether the variances of stock returns are equal across two or more portfolios. It is also used in engineering to test the effectiveness of different manufacturing processes by comparing the variances of the outcomes.

    Why is F statistics important? ›

    For example, you can use F-statistics and F-tests to test the overall significance for a regression model, to compare the fits of different models, to test specific regression terms, and to test the equality of means.

    What kind of distribution is F? ›

    The F distribution is a univariate continuous distribution often used in hypothesis testing.

    Is F distribution a family? ›

    The F distribution is a family of distributions differentiated by two parameters: m1 (degrees of freedom, numerator) and m2 (degrees of freedom, denominator).

    Is the F distribution bell-shaped? ›

    The F distribution is bell shaped.

    Why is the f statistic always positive? ›

    The F-distribution cannot take negative values, because it is a ratio of variances and variances are always non-negative numbers. The distribution represents the ratio between the variance between groups and the variance within groups.

    Why is the F distribution skewed? ›

    The F distribution is positively skewed, meaning it peaks on the left side and is stretched off to the right side. This distribution peaks at 1. This is because if there are no differences in the population means, in other words the between group variability is expected to be 0.

    Can F distribution be greater than 1? ›

    Since variances are always positive, if the null hypothesis is false, MSbetween will generally be larger than MSwithin. Then the F-ratio will be larger than one. However, if the population effect is small, it is not unlikely that MSwithin will be larger in a given sample.

    What does F distribution look like? ›

    The F-distribution curve is positively skewed towards the right with a range of 0 and ∞. The value of F is always positive or zero. No negative values. The shape of the distribution depends on the degrees of freedom of numerator ϑ1 and denominator ϑ2.

    What does distribution F mean? ›

    Distribution Statement F.

    Further distribution only as directed by [controlling DoD office] [date of determination] or higher DoD authority.

    What is the F distribution also known as? ›

    In probability theory and statistics, the F-distribution or F-ratio, also known as Snedecor's F distribution or the Fisher–Snedecor distribution (after Ronald Fisher and George W. Snedecor), is a continuous probability distribution that arises frequently as the null distribution of a test statistic, most notably in the ...

    What statement is correct about the f distribution? ›

    Answer. F-distribution cannot be negative. The “F-distribution” ranges from [0,∞). The minimum value of the 'F-distribution' variable is 0.

    Which of the following describes the f distribution? ›

    In reference to the options given, the typical distribution of F-ratios is described as: Option 3: Skewed to the right. The F-ratio represents a statistical measure that is commonly used in analysis of variance (ANOVA). The F distribution graph is always positive and skewed to the right.

    Which of the following statements about f distribution is incorrect? ›

    The statement that the f distribution is always a left-tailed test is false statement about the f distribution.

    References

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