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 labe/feature for classification tasks.

Is F test used for feature selection only for features with numerical and continuous domain, not for selecting discrete features or categorical features? I get that sense from F statistic being based on mean and variance of a feature.

Thanks.