F分布F分布是1924年英国统计学家R•A•Fisher提出,并以其姓氏的第一个字母命名的它是一种非对称分布,有两个自由度,且位置不可互换F分布有着广泛的应用,如在方差分析、回归方程的显著性检验中都有着重要的地位中文名F分布外文名F-distribution领域统计学提出者R.A.Fisher提出时间1924特性非对称分布目录1定义2性质定义……11为来自X的两个独立样本,设统计量«2'则称统计量F服从自由度'和-的F分布,记为;呵金/分布的概率密度为f(耳叼小2)二」10Lx£ft九衲也分布的概率密度函数图像如图1所示若总体龙"址胆J与总体'''1独立,出为来自X的一个样本,Yn\X?T/a1Y?F—j二1f/j二i*一①也’则称统计量F服从自由度为:和F吃,非中心参数为厂''的非中心F分布,记为F~卩(山川2』}-性质Eg二伞Q㈤二堀㈣+切-2)性质1:■'.旳仙-2)恤-4}(心4・"性质2:设’'J则o性质3:设疋①乩矗,则-v-■1■o性质4:壮札临?分布的分布函数可用标准正态分布的分布函数来逼近即V=甬而尹厂(血>4,山充分大)婀/2[«1+nj—2)其中,吃-z性质5:若总体求W沁:港与“刪加;密独立,沁为来自X的一个样本,二心厂k":%!为来自Y的一个样本,;’I■-为已知参数。
则统计量叫必/叫型~叽讪rtidj也心2性质6:若总体「人:.切川八与歸;邈独立L■■为来自x的一个样本,乃厂wKtJ为来自Y的一个样本,则统计量F统计学附录表F—分布临界值表一一a(0.005—0.10)a=0.005Fak1k212345681224oo1162112000021615225002305623437239252442624940254652198.5199.0199.2199.2199.3199.3199.4199.4199.5199.5355.5549.8047.4746.1945.3944.8444.1343.3942.6241.83431.3326.2824.2623.1522.4621.9721.3520.7020.0319.32522.7818.3116.5315.5614.9414.5113.9613.3812.7812.14618.6314.4512.9212.0311.4611.0710.5710.039.478.88716.2412.4010.8810.059.529.168.688.187.657.08814.6911.049.608.818.307.957.507.016.505.95913.6110.118.727.967.477.136.696.235.735.191012.839.438.087.346.876.546.125.665.174.641112.238.917.606.886.426.105.685.244.764.231211.758.517.236.526.075.765.354.914.433.901311.378.196.936.235.795.485.084.644.173.651411.067.926.686.005.565.264.864.433.963.441510.807.706.485.805.375.074.674.253.793.261610.587.516.305.645.214.914.524.103.643.111710.387.356.165.505.074.784.393.973.512.981810.227.216.035.374.964.664.283.863.402.871910.077.095.925.274.854.564.183.763.312.78209.946.995.825.174.764.474.093.683.222.69219.836.895.735.094.684.394.013.603.152.61229.736.815.655.024.614.323.943.543.082.55239.636.735.584.954.544.263.883.473.022.48249.556.665.524.894.494.203.833.422.972.43259.486.605.464.844.434.153.783.372.922.38269.416.545.414.794.384.103.733.332.872.33279.346.495.364.744.344.063.693.282.832.29289.286.445.324.704.304.023.653.252.792.25299.236.405.284.664.263.983.613.212.762.21309.186.355.244.624.233.953.583.182.732.18408.836.074.984.373.993.713.352.952.501.93608.495.794.734.143.763.493.132.742.291.691208.185.544.503.923.553.282.932.542.091.43a=0.01345681224ooFak1k21234567891011121314151617181954035625576499.1799.2599.303.633.30405298.4934.1221.2016.2613.7412.2511.2610.5610.049.659.339.078.868.688.538.408.288.18499999.0130.8118.0013.2710.929.558.658.027.567.206.936.706.516.366.236.116.015.9329.4616.6912.069.788.457.596.996.556.225.955.745.565.425.295.185.095.0128.7115.9811.399.157.857.016.425.995.675.415.205.034.894.774.674.584.5028.2415.5210.978.757.466.636.065.645.325.064.864.694.564.444.344.254.17585999.3327.9115.2110.678.477.196.375.805.395.074.824.624.464.324.204.104.013.94598199.3627.4914.8010.298.106.846.035.475.064.744.504.304.144.003.893.793.71610699.4227.0514.379.897.726.475.675.114.714.404.163.963.803.673.553.453.37623499.4626.6013.939.477.316.075.284.734.334.023.783.593.433.293.183.083.002.92636699.5026.1213.469.026.885.654.864.313.913.603.363.163.002.872.752.652.572.49208.105.854.944.434.103.873.563.232.862.42218.025.784.874.374.043.813.513.172.802.36227.945.724.824.313.993.763.453.122.752.31237.885.664.764.263.943.713.413.072.702.26247.825.614.724.223.903.673.363.032.662.21257.775.574.684.183.863.633.322.992.622.17267.725.534.644.143.823.593.292.962.582.13277.685.494.604.113.783.563.262.932.552.10287.645.454.574.073.753.533.232.902.522.06297.605.424.544.043.733.503.202.872.492.03307.565.394.514.023.703.473.172.842.472.01407.315.184.313.833.513.292.992.662.291.80607.084.984.133.653.343.122.822.502.121.601206.854.793.953.483.172.962.662.341.951.38oo6.644.603.783.323.022.802.512.181.791.00a=0.025Fak1k212345681224OO1647.8799.5864.2899.6921.8937.1956.7976.7997.21018238.5139.0039.1739.2539.3039.3339.3739.413。