Understanding different statistical tests, their applications, and interpretations
What is the F-test / F-distribution?
A test based on the ratio of two variances (or mean squares). The F-distribution is the sampling distribution of this ratio under the null hypothesis.
Example: ANOVA F-statistic of 4.5 with df₁ = 3, df₂ = 96 yields p = 0.005 → reject H₀ of equal means
Note: Always ≥ 0; right-skewed; defined by two df parameters (numerator and denominator); used in ANOVA, regression significance tests, and comparing variances