F

Parameters

Numerator and denominator degrees of freedom (\(\nu\) and \(\omega\)).

Support

\(\left[ 0,\infty \right) \)

Main Uses

Exact small-sample distribution for test statistics computed as ratio of independent variance estimates. Conservative distribution for tests with chi-squared asymptotics.

(Tail) CDF

%FTEST(f,nu,omega)

Inverse (Tail) CDF

%INVFTEST(p,nu,omega)

Other Instructions

CDF will display a formatted result. It's also used by EXCLUDE, TEST, RESTRICT and MRESTRICT under certain conditions (when the previous estimates are done using least squares and the least squares covariance matrix is used).