Derivation of snedecors F distribution

Additionally, the moment generating function and the raw moments for the $F$ distribution can be derived from the chi-squared distributions. By using these moments, the mean and variance of the $F$ distribution can be found. Finally, this theorem can be proven using mathematical techniques.
  • #1
coolamko12
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derive f distribution as x1 and x2 are independent random variables having a chi-square distribution with n1 and n2 degrees of freedom.. aslo mgf and find raw moments ... and finds its mean and variance.?prove it ?help me guys?
 
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  • #2
coolamko12 said:
derive f distribution as x1 and x2 are independent random variables having a chi-square distribution with n1 and n2 degrees of freedom.. aslo mgf and find raw moments ... and finds its mean and variance.?prove it ?help me guys?

There's a theorem which states that the $F$ distribution can be defined as the fraction of two independent chi-squared distributions. More precisely,

If $X_1 \sim \chi_{n_1}^2$ and $X_2 \sim \chi_{n_2}^2$ are two independent chi-squared distributions then $\frac{X_1/n_1}{X_2/n_2} \sim F(n_1,n_2)$.
 

FAQ: Derivation of snedecors F distribution

1. What is the significance of the Snedecor's F distribution?

The Snedecor's F distribution is a statistical distribution that is commonly used in hypothesis testing to compare the variances of two populations. It is also used in analysis of variance (ANOVA) to determine if there is a significant difference between the means of multiple groups.

2. How is the Snedecor's F distribution derived?

The Snedecor's F distribution is derived by taking the ratio of two independent chi-square distributions divided by their respective degrees of freedom. This ratio follows an F distribution, which is named after the statistician George W. Snedecor.

3. What are the assumptions of the Snedecor's F distribution?

The main assumption of the Snedecor's F distribution is that the underlying populations from which the samples are taken follow a normal distribution. Additionally, the samples should be independent and the variances should be equal.

4. How is the Snedecor's F distribution used in hypothesis testing?

In hypothesis testing, the Snedecor's F distribution is used to calculate the F-statistic, which is then compared to a critical value from an F-table. If the calculated F-statistic is greater than the critical value, then it is considered statistically significant and the null hypothesis is rejected.

5. Can the Snedecor's F distribution be used for non-parametric data?

No, the Snedecor's F distribution is only applicable for parametric data, meaning data that follows a normal distribution. For non-parametric data, other statistical tests such as the Kruskal-Wallis test should be used to compare the variances of multiple groups.

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