The F-statistic/test can be used for feature selection, e.g. from http://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.f_classif.html#sklearn.feature_selection.f_classif
ANOVA F-value between label/feature for classification tasks.
Can the F-test only be used for features with numerical and continuous domain, or is it also valid for selecting discrete or categorical features? I get that idea, as the F-statistic is based on the mean and variance of a feature.