F-test

An F-test is any statistical test in which the test statistic has an F-distribution if the null hypothesis is true. A great variety of hypotheses in applied statistics are tested by F-tests. Among these are:

• The hypothesis that the means of multiple normally distributed populations, all having the same standard deviation, are equal. This is perhaps the most well-known of hypotheses tested by means of an F-test, and the simplest problem in the analysis of variance.

• The hypothesis that the standard deviations of two normally distributed populations are equal, and thus that they are of comparable origin.

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