F-test

An F-test is any statistical test in which the test statistic has an F-distribution under the null hypothesis. It is most often used when comparing statistical models that have been fitted to a data set, in order to identify the model that best fits the population from which the data were sampled. Exact "F-tests" mainly arise when the models have been fitted to the data using least squares. The name was coined by George W. Snedecor, in honour of Sir Ronald A. Fisher. Fisher initially developed the statistic as the variance ratio in the 1920s.

Common examples of F-tests

Common examples of the use of F-tests are, for example, the study of the following cases:

  • The hypothesis that the means of a given set of normally distributed populations, all having the same standard deviation, are equal. This is perhaps the best-known F-test, and plays an important role in the analysis of variance (ANOVA).
  • The hypothesis that a proposed regression model fits the data well. See Lack-of-fit sum of squares.
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