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From Wikipedia, there are three interpretations of the degrees of freedom of a statistic:

In statistics, the number of degrees of freedom is the number of values in the final calculation of a statistic that are free to vary.

Estimates of statistical parameters can be based upon different amounts of information or data. The number of independent pieces of information that go into the estimate of a parameter is called the degrees of freedom (df). In general, the degrees of freedom of an estimate of a parameter is equal to the number of independent scores that go into the estimate minus the number of parameters used as intermediate steps in the estimation of the parameter itself (which, in sample variance, is one, since the sample mean is the only intermediate step).

Mathematically, degrees of freedom is the dimension of the domain of a random vector, or essentially the number of 'free' components: how many components need to be known before the vector is fully determined.

The bold words are what I don't quite understand. If possible, some mathematical formulations will help clarify the concept.

Also do the three interpretations agree with each other?

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Check out this explanation –  George Dontas Jul 28 '10 at 10:26
Also see this question "What are degrees of freedom?" –  Jeromy Anglim Oct 12 '11 at 22:12
@Jeromy: Seen already. The replies and links there seem not formal enough, and too localized to some particular examples. –  Tim Oct 12 '11 at 22:23
Yep. I agree they're different questions. I just wanted create a link between the two. –  Jeromy Anglim Oct 12 '11 at 22:31

6 Answers 6

up vote 73 down vote accepted

This is a subtle question. It takes a thoughtful person not to understand those quotations! It turns out that none of them is exactly or generally correct. I haven't the time (and there isn't the space here) to give a full exposition, but I would like to share one approach and an insight that it suggests.

Where does the concept of degrees of freedom (DF) arise? The contexts in which it's found in elementary treatments are:

  • The Student t-test and its variants such as the Welch or Satterthwaite solutions to the Behrens-Fisher problem (where two populations have different variances).

  • The Chi-squared distribution (defined as a sum of squares of independent standard Normals), which is implicated in the sampling distribution of the variance.

  • The F-test (of ratios of estimated variances).

  • The Chi-squared test, comprising its uses in (a) testing for independence in contingency tables and (b) testing for goodness of fit of distributional estimates.

In spirit, these tests run a gamut from being exact (the Student t-test and F-test for Normal variates) to being good approximations (the Student t-test and the Welch/Satterthwaite tests for not-too-badly-skewed data) to being based on asymptotic approximations (the Chi-squared test). An interesting aspect of some of these is the appearance of non-integral "degrees of freedom" (the Welch/Satterthwaite tests and, as we will see, the Chi-squared test). This is of especial interest because it is the first hint that DF is not any of the things claimed of it.

We can dispose right away of some of the claims in the question. Because "final calculation of a statistic" is not well-defined (it apparently depends on what algorithm one uses for the calculation), it can be no more than a vague suggestion and is worth no further criticism. Similarly, neither "number of independent scores that go into the estimate" nor "the number of parameters used as intermediate steps" are well-defined.

"Independent pieces of information that go into [an] estimate" is difficult to deal with, because there are two different but intimately related senses of "independent" that can be relevant here. One is independence of random variables; the other is functional independence. As an example of the latter, suppose we collect morphometric measurements of subjects--say, for simplicity, the three dimensions $X$, $Y$, $Z$, surface areas $S=2(XY+YZ+ZX)$, and volumes $V=XYZ$ of a set of wooden blocks. The three dimensions can be considered independent random variables, but all five variables are dependent RVs. The five are also functionally dependent because the codomain (not the "domain"!) of the vector-valued random variable $(X,Y,Z,S,V)$ traces out a three-dimensional manifold in $\mathbb{R}^5$. Thus, locally at any block $\omega$, there are two functions $f_\omega$ and $g_\omega$ for which $f_\omega(X(\psi),\ldots,V(\psi))=0$ and $g_\omega(X(\psi),\ldots,V(\psi))=0$ for blocks $\psi$ "near" $\omega$ and the derivatives of $f$ and $g$ evaluated at $\omega$ are linearly independent. However--here's the kicker--for many probability measures on the blocks, subsets of the variables such as $(X,S,V)$ are dependent as random variables but functionally independent.

Having been alerted by these potential ambiguities, let's hold up the Chi-squared goodness of fit test for examination, because (a) it's simple, (b) it's one of the common situations where people really do need to know about DF to get the p-value right and (c) it's often used incorrectly. Here's a brief synopsis of the least controversial application of this test:

  • You have a collection of data values $(x_1, \ldots, x_n)$, considered an independent sample of a population.

  • You have estimated parameters $\theta_1, \ldots, \theta_p$ of a distribution. For example, you estimated the mean and standard deviation of a Normal distribution, expecting the population to be normally distributed.

  • In advance, you created a set of $k$ "bins" for the data. (It's problematic when the bins are determined by the data, even though this is often done.) Using these bins, the data are reduced to the set of counts within each bin. Anticipating what the true values of $(\theta)$ might be, you have arranged it so (hopefully) each bin will receive approximately the same count. (Equal-probability binning assures the chi-squared distribution really is a good approximation to the true distribution of the chi-squared statistic about to be described.)

  • You have a lot of data--enough to assure that almost all bins will have counts of 5 or greater. (This avoids small-sample problems.)

Using the parameter estimates, you can compute the expected count in each bin. The Chi-squared statistic is the sum of the ratios


This, many authorities tell us, should have (to a very close approximation) a Chi-squared distribution. But there's a whole family of such distributions, requiring a parameter $\nu$ referred to as the "degrees of freedom." The standard reasoning about how to determine $\nu$ goes like this: "I have $k$ counts. That's $k$ pieces of data. But there are (functional) relationships among them. To start with, I know in advance that the sum of the bin counts must equal $n$. That's one relationship. I estimated two (or $p$, generally) parameters from the data. That's two (or $p$) additional relationships, giving $p+1$ total relationships. Presuming they are all (functionally) independent, that leaves only $k-p-1$ (functionally) independent "degrees of freedom": that's the value to use for $\nu$."

The problem with this reasoning (which is exactly the sort of calculation the quotations in the question are hinting at) is that it's wrong except when some special additional conditions hold. Moreover, those conditions have nothing to do with independence (functional or statistical), with numbers of "components" of the data, with the numbers of parameters, nor with anything else referred to in the original question.

Let me show you with an example. (To make it as clear as possible, I'm using a small number of bins, but that's not essential.) Let's generate 20 iid standard Normal variates and estimate their mean and standard deviation with the usual formulas (mean = sum/count, etc.). To test goodness of fit, create four bins with cutpoints at the quartiles of a standard normal: -0.675, 0, +0.657, and use those counts to generate a Chi-squared statistic. Repeat as patience allows; I had time to do 10,000 repetitions.

The standard wisdom about DF says we have 4 bins and 1+2 = 3 constraints, implying the distribution of these 10,000 Chi-squared statistics should follow a Chi-squared distribution with 1 DF. Here's the histogram:

Figure 1

The dark blue line graphs the PDF of a $\chi^2(1)$ distribution--the one we thought would work--while the dark red line graphs that of a $\chi^2(2)$ distribution (which would be a good guess if someone were to tell you that $\nu=1$ is incorrect). Neither fits the data.

You might expect the problem is that the data sets are small ($n$=20) or perhaps the number of bins is small. However, the problem persists even with very large datasets and larger numbers of bins: it is not merely a failure to reach an asymptotic approximation.

Things went wrong because I violated two requirements of the Chi-squared test:

  1. You must use the Maximum Likelihood estimator of the parameters. (This requirement can, in practice, be slightly violated.)

  2. You must base the estimate on the counts, not on the actual data! (This is crucial.)

Figure 2

The red histogram depicts the chi-squared statistics for 10,000 separate iterations, following these requirements. Sure enough, it visibly follows the $\chi^2(1)$ curve (with an acceptable amount of sampling error), as we had originally hoped.

The point of this comparison--which I hope you have seen coming--is that the correct DF to use for computing the p-values depends on many things other than dimensions of manifolds, counts of functional relationships, or the geometry of Normal variates. There is a subtle, delicate interaction between certain functional dependencies, as found in mathematical relationships among quantities, and distributions of the data, their statistics, and the estimators formed from them. Accordingly, it simply cannot be the case that DF is adequately explainable in terms of the geometry of multivariate normal distributions or in terms of functional independence or as counts of parameters or anything else of this nature.

We see, then, that "degrees of freedom" is merely a heuristic that suggests what the sampling distribution of a (t, Chi-squared, or F) statistic ought to be, but it is not dispositive. Belief that it is dispositive leads to egregious errors. (For instance, the top hit on Google when searching "chi squared goodness of fit" is a Web page from an Ivy League university that gets most of this completely wrong! In particular, a simulation based on its instructions shows that the chi-squared value it recommends as having 7 DF actually has 9 DF.)

With this more nuanced understanding, it's worthwhile to re-read the Wikipedia article in question: in its details it gets things right, pointing out where the DF heuristic tends to work and where it is either an approximation or does not apply at all.

A good account of the phenomenon illustrated here (unexpectedly high DF in Chi-squared GOF tests) appears in Volume II of Kendall & Stuart, 5th edition. I am grateful for the opportunity afforded by this question to lead me back to this wonderful text, which is full of such useful analyses.

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This is an amazing answer. You win at the internet for this. –  Adam Dec 14 '11 at 3:00
Great answer! I'm just reproducing the $\chi^2$ simulation in R. 1st part is not a problem, but I'm stuck with the 2nd part: Do you have pointers to where I can learn how to estimate $\mu$ and $\sigma$ in a way that satisfies the 2 conditions (ML and based on counts)? Thank you! –  caracal Dec 16 '11 at 13:42
@caracal: as you know, ML methods for the original data are routine and widespread: for the normal distribution, for instance, the MLE of $\mu$ is the sample mean and the MLE of $\sigma$ is the square root of the sample standard deviation (without the usual bias correction). To obtain estimates based on counts, I computed the likelihood function for the counts--this requires computing values of the CDF at the cutpoints, taking their logs, multiplying by the counts, and adding up--and optimized it using generic optimization software. –  whuber Dec 16 '11 at 14:35
Thank you, that should get me on track! –  caracal Dec 17 '11 at 12:19
@caracal You probably no longer need it, but an example of R code for ML fitting of binned data now appears in a related question: stats.stackexchange.com/a/34894. –  whuber Aug 22 '12 at 21:29

Or simply: the number of elements in a numerical array that you're allowed to change so that the value of the statistic remains unchanged.

# for instance if:
x + y + z = 10

you can change, for instance, x and y at random, but you cannot change z (you can, but not at random, therefore you're not free to change it - see Harvey's comment), 'cause you'll change the value of the statistic (Σ = 10). So, in this case df = 2.

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It is not quite correct to say "you cannot change z". In fact, you have to change z to make the sum equal 10. But you have no choice (no freedom) about what it changes to. You can change any two values, but not the third. –  Harvey Motulsky Jul 28 '10 at 14:29
That's right, thanks for spotting an error! –  aL3xa Jul 28 '10 at 17:35
+1 I think this is the nicest/simplest example here. –  ars Jul 31 '10 at 5:18

The concept is not at all difficult to make mathematical precise given a bit of general knowledge of $n$-dimensional Euclidean geometry, subspaces and orthogonal projections.

If $P$ is an orthogonal projection from $\mathbb{R}^n$ to a $p$-dimensional subspace $L$ and $x$ is an arbitrary $n$-vector then $Px$ is in $L$, $x - Px$ and $Px$ are orthogonal and $x - Px \in L^{\perp}$ is in the orthogonal complement of $L$. The dimension of this orthogonal complement, $L^{\perp}$, is $n-p$. If $x$ is free to vary in an $n$-dimensional space then $x - Px$ is free to vary in an $n-p$ dimensional space. For this reason we say that $x - Px$ has $n-p$ degrees of freedom.

These considerations are important to statistics because if $X$ is an $n$-dimensional random vector and $L$ is a model of its mean, that is, the mean vector $E(X)$ is in $L$, then we call $X-PX$ the vector of residuals, and we use the residuals to estimate the variance. The vector of residuals has $n-p$ degrees of freedom, that is, it is constrained to a subspace of dimension $n-p$.

If the coordinates of $X$ are independent and normally distributed with the same variance $\sigma^2$ then

  • The vectors $PX$ and $X - PX$ are independent.
  • If $E(X) \in L$ the distribution of the squared norm of the vector of residuals $||X - PX||^2$ is a $\chi^2$-distribution with scale parameter $\sigma^2$ and another parameter that happens to be the degrees of freedom $n-p$.

The sketch of proof of these facts is given below. The two results are central for the further development of the statistical theory based on the normal distribution. Note also that this is why the $\chi^2$-distribution has the parametrization it has. It is also a $\Gamma$-distribution with scale parameter $2\sigma^2$ and shape parameter $(n-p)/2$, but in the context above it is natural to parametrize in terms of the degrees of freedom.

I must admit that I don't find any of the paragraphs cited from the Wikipedia article particularly enlightening, but they are not really wrong or contradictory either. They say in an imprecise, and in a general loose sense, that when we compute the estimate of the variance parameter, but do so based on residuals, we base the computation on a vector that is only free to vary in a space of dimension $n-p$.

Beyond the theory of linear normal models the use of the concept of degrees of freedom can be confusing. It is, for instance, used in the parametrization of the $\chi^2$-distribution whether or not there is a reference to anything that could have any degrees of freedom. When we consider statistical analysis of categorical data there can be some confusion about whether the "independent pieces" should be counted before or after a tabulation. Furthermore, for constraints, even for normal models, that are not subspace constraints, it is not obvious how to extend the concept of degrees of freedom. Various suggestions exist typically under the name of effective degrees of freedom.

Before any other usages and meanings of degrees of freedom is considered I will strongly recommend to become confident with it in the context of linear normal models. A reference dealing with this model class is A First Course in Linear Model Theory, and there are additional references in the preface of the book to other classical books on linear models.

Proof of the results above: Let $\xi = E(X)$, note that the variance matrix is $\sigma^2 I$ and choose an orthonormal basis $z_1, \ldots, z_p$ of $L$ and an orthonormal basis $z_{p+1}, \ldots, z_n$ of $L^{\perp}$. Then $z_1, \ldots, z_n$ is an orthonormal basis of $\mathbb{R}^n$. Let $\tilde{X}$ denote the $n$-vector of the coefficients of $X$ in this basis, that is $$\tilde{X}_i = z_i^T X.$$ This can also be written as $\tilde{X} = Z^T X$ where $Z$ is the orthogonal matrix with the $z_i$'s in the columns. Then we have to use that $\tilde{X}$ has a normal distribution with mean $Z^T \xi$ and, because $Z$ is orthogonal, variance matrix $\sigma^2 I$. This follows from general linear transformation results of the normal distribution. The basis was chosen so that the coefficients of $PX$ are $\tilde{X}_i$ for $i= 1, \ldots, p$, and the coefficients of $X - PX$ are $\tilde{X}_i$ for $i= p+1, \ldots, n$. Since the coefficients are uncorrelated and jointly normal, they are independent, and this implies that $$PX = \sum_{i=1}^p \tilde{X}_i z_i$$ and $$X - PX = \sum_{i=p+1}^n \tilde{X}_i z_i$$ are independent. Moreover, $$||X - PX||^2 = \sum_{i=p+1}^n \tilde{X}_i^2.$$ If $\xi \in L$ then $E(\tilde{X}_i) = z_i^T \xi = 0$ for $i = p +1, \ldots, n$ because then $z_i \in L^{\perp}$ and hence $z_i \perp \xi$. In this case $||X - PX||^2$ is the sum of $n-p$ independent $N(0, \sigma^2)$-distributed random variables, whose distribution, by definition, is a $\chi^2$-distribution with scale parameter $\sigma^2$ and $n-p$ degrees of freedom.

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NRH, Thanks! (1) Why is $E(X)$ required to be inside $L$? (2) Why $PX$ and $X−PX$ are independent? (3) Is the dof in the random variable context defined from the dof in its deterministic case? For example, is the reason for $||X−PX||^2$ has dof $n-p$ because it is true when $X$ is a deterministic variable instead of a random variable? (4) Are there references (books, papers or links) that hold the same/similar opinion as yours? –  Tim Oct 12 '11 at 22:50
@Tim, $PX$ and $X-PX$ are independent, since they are normal and uncorrelated. –  mpiktas Oct 13 '11 at 7:34
@Tim, I have reworded the answer a little and given a proof of the stated results. The mean is required to be in $L$ to prove the result about the $\chi^2$-distribution. It is a model assumption. In the literature you should look for linear normal models or general linear models, but right now I can only recall some old, unpublished lecture notes. I will see if I can find a suitable reference. –  NRH Oct 13 '11 at 11:06
Wonderful answer. Thanks for the insight. One question: I got lost what you meant by the phrase "the mean vector $EX$ is in $L$". Can you explain? Are you try to define $E$? to define $L$? something else? Maybe this sentence is trying to do too much or be too concise for me. Can you elaborate what is the definition of $E$ in the context you mention: is it just $E(x_1,x_2,\dots,x_n) = (x_1+x_2+\dots+x_n)/n$? Can you elaborate on what is $L$ in this context (of normal iid coordinates)? Is it just $L = \mathbb{R}$? –  D.W. Oct 13 '11 at 21:12
@D.W. The $E$ is the expectation operator. So $E(X)$ is the vector of coordinatewise expectations of $X$. The subspace $L$ is any $p$-dimensional subspace of $\mathbb{R}^n$. It is a space of $n$-vectors and certainly not $\mathbb{R}$, but it can very well be one-dimensional. The simplest example is perhaps when it is spanned by the $\mathbf{1}$-vector with a 1 at all $n$-coordinates. This is the model of all coordinates of $X$ having the same mean value, but many more complicated models are possible. –  NRH Oct 13 '11 at 22:02

I really like first sentence from The Little Handbook of Statistical Practice. Degrees of Freedom Chapter

One of the questions an instrutor dreads most from a mathematically unsophisticated audience is, "What exactly is degrees of freedom?"

I think you can get really good understanding about degrees of freedom from reading this chapter.

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We're looking for long answers that provide some explanation and context. Don't just give a one-line answer; explain why your answer is right, ideally with citations. Answers that don't include explanations may be removed.

An excellent link. Thanks for sharing this one! –  aL3xa Jul 28 '10 at 13:43
It would be nice to have an explanation for why degrees of freedom is important, rather than just what it is. For instance, showing that the estimate of variance with 1/n is biased but using 1/(n-1) yields an unbiased estimator. –  Tristan Jul 31 '10 at 20:12

It's really no different from the way the term "degrees of freedom" works in any other field. For example, suppose you have four variables: the length, the width, the area, and the perimeter of a rectangle. Do you really know four things? No, because there are only two degrees of freedom. If you know the length and the width, you can derive the area and the perimeter. If you know the length and the area, you can derive the width and the perimeter. If you know the area and the perimeter you can derive the length and the width (up to rotation). If you have all four, you can either say that the system is consistent (all of the variables agree with each other), or inconsistent (no rectangle could actually satisfy all of the conditions). A square is a rectangle with a degree of freedom removed; if you know any side of a square or its perimeter or its area, you can derive all of the others because there's only one degree of freedom.

In statistics, things get more fuzzy, but the idea is still the same. If all of the data that you're using as the input for a function are independent variables, then you have as many degrees of freedom as you have inputs. But if they have dependence in some way, such that if you had n - k inputs you could figure out the remaining k, then you've actually only got n - k degrees of freedom. And sometimes you need to take that into account, lest you convince yourself that the data are more reliable or have more predictive power than they really do, by counting more data points than you really have independent bits of data.

(Taken from a post at http://www.reddit.com/r/math/comments/9qbut/could_someone_explain_to_me_what_degrees_of/c0dxtbq?context=3.)

Moreover, all three definitions are almost trying to give a same message.

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Basically right, but I'm concerned that the middle paragraph could be read in a way that confuses correlation, independence (of random variables), and functional independence (of a manifold of parameters). The correlation-independence distinction is particularly important to maintain. –  whuber Oct 12 '11 at 20:46
@whuber: is it fine now? –  Biostat Oct 12 '11 at 20:55
It's correct, but the way it uses terms would likely confuse some people. It still does not explicitly distinguish dependence of random variables from functional dependence. For example, the two variables in a (nondegenerate) bivariate normal distribution with nonzero correlation will be dependent (as random variables) but they still offer two degrees of freedom. –  whuber Oct 12 '11 at 21:02
This was copy-pasted from a reddit post I made in 2009. –  hobbs Apr 20 '14 at 3:22
Our Help Center provide clear guidance on how to reference material written by others, so I hope the OP will come back to this post to take appropriate actions and engage in constructive interactions (we haven't seen him for a while, though). –  chl Apr 24 '14 at 18:54

Firstly we must understand that in statistics we are not dealing with simple variables , we are dealing with random variables. So X1+X2 is sum of two random variables , and if X1 and x2 are normal distributions with mean 0 and var 1, then we will have a normal distribution of mean 0 and var 2. So let us suppose we have three variables(X1,X2,X3) , and two variables are completely independent and one variable is dependent on other two(e.g X3=5-(X1+X2)). So it is very important to understand here that we are not adding three random variables here. We are only adding two random variables and third one is only 5- sum of the values of those two random variables.

Let us see it in practice of statistics-

In case of standarad deviation

We have one sample of marks of students from population of students of AMERICA.

Marks={78,98,67,54,23} Now here mean is 64 .

Now we want to calculate standarad deviation of this dataset. Now let us simulate this samples first from population. Let us suppose we take another 100 samples . So as we are taking whole population in account while taking the samples. So all values will be different, hence mean will be different. But we need to keep mean same here(because this is what we require in our formula of standarad deviation.) Hence we must see that in our sample 4 values can have any random value from our population but last value will be restricted by value of mean. Value of last variable must be such that our mean remains 64. Now let us relate this situation with example of three random variable we have seen in our intro paragraph. Here we can see that all these five observations are random varibales(it is very important to notice in statistics that we are not having five values, we having one five values from five random variables.) So here also fifth variable wil be dependent on other four variables. Hence we are only having four random variables whach are free to have any value from population.

Now coming to formuala of standarad deviation

        Std= ((X1-mu) ^2+(X2-mu) ^2+….+(X5-mu) ^2)/degrees of freedom

Now as we have seen earlier that there are only four random variables here and fifth one is just derived from those four random variables. As we have to take here the standarad deviation of population , so we should only consider the random variables which are complete representative of population. Because at the end the basic of every statistic formula is a simulation. So here we must not see it as a 5 degree polynomial , we must see it as a four degree polynomial hence our degrees of freedom are not 5 but 4. If we apply the same approach to chi square formula then it will make more sence, let us see , how…

In case of chi – square ,

Let us start with basics of chi square distribution. We know that chi square distribution is square of normal distribution

    X^2= (x1) ^2

Where x1 is a sample from normal distribution of mean 0 and variance 1. This is a chi square with one degreeof freedom. In case of chi square with two degree of freedom.

    X^2=(x1) ^2+(x2) ^2

Here we are adding two normal distributions.

Now let us see the case of chi square test. Chi square statistic is given by-


Now let us see this term- ((Ox-Ex)/Ex)^2

Here if suppose that there is no difference between observed and expected value, that is the difference must be only due to chance. So if we simulate this expression again and again then we must get close to a normal distribution of mean 0. So square of this one expression will be a chi square distribution of one degree. And if there are n factors then we must get a chi square distribution of n degree. So if we have degree of freedom for chi square distribution then we can easily get the critical region, where we can say that our null hypothes must be rejected, means values are not from chi square distribution (i.e observed and expected are not same.)

Now let us take example-

We have three buckets(A,B,C) and population of balls in that bucket are 50%, 25%, 25%. Now we see that balls in bucket A are 60,16,16. Now we want to see if this difference in population is just by chance or our percentages about balls was wrong. So as our statistics teachers say, we must apply chi-square test here. So firstly we calculate total of observed balls i.e. 92. So our expected values come out to be- 46,23,23 So let us calculate chi –square statistic-

X^2=((Oa-Ea)/Ea )^2+((Ob-Eb)/Eb )^2+((Oc-Ec)/Ec )^2

Now Oc=92-(Oa+Ob) and Ec=92-(Ea+Eb), now let us put these values in above equation

X^2=((Oa-Ea)/Ea )^2+((Ob-Eb)/Eb )^2+(((92-(Oa+Ob))-(92-(Ea+Eb)))/(92-(Ea+Eb)))^2

X^2=((Oa-Ea)/Ea)^2+((Ob-Eb)/Eb )^2+(((Oa+Ob)-(Ea+Eb))/(92-(Ea+Eb)) )^2

X^2=((Oa-Ea)/Ea )^2+(〖(Ob-Eb)/Eb〗 )^2+(((Oa-Ea)+(Ob-Eb))/(92-(Ea+Eb)))^2

So now we can see that third expression is just a combination of first two normal distributions. Hence it will not be an independent normal distribution, but its values will be completely dependent on first two normal distribution. So here only two normal distributions are there. Hence when we have two see the value from chi –table , then we will have to consider only two degree of freedom and not three.

Similarly if you will see into the formula of f-test, you will be able to calculate degrees of freedom for numerator formula and denominator formula. I have just tried to make an intuition in my mind about degree of freedom and I know the real reasoning will be much more complex and more explanatory. But it helps to see what is the need of degrees of freedom in statistics.

Thanks Mohit Khanna

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This answer is riddled with errors. After spending ten minutes trying to fix them all, I gave up and abandoned my edit session. I fear this is beyond saving. –  Glen_b Apr 30 '13 at 1:25

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