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The F distribution is a continuous probability distribution which is commonly used in statistical testing procedures.

2 votes
1 answer
1k views

What's an intuitive explanation of the F-distribution's PDF? [closed]

I have read on this site an explanation of the t-distribution, and was interested to read a similar one of the F-distribution. The textbooks I have read generally do not cover this topic.
user1205901 - Слава Україні's user avatar
2 votes
3 answers
14k views

In ANOVA, if the null hypothesis is true is the expected value of F guaranteed to be 1?

By null hypothesis is true I mean that the means of each group is the same at population level. I am wondering whether the expected value would depart from 1 in the case that the variances of the gro …
user1205901 - Слава Україні's user avatar
5 votes
4 answers
263 views

Why doesn’t a $F$-statistic of 1 result in a $p$-value of about 0.5?

I’ve been presented with the following chain of reasoning. In an ANOVA, if the null hypothesis is true the F-statistic is expected to be about 1. A p-value is the probability of obtaining test resul …
user1205901 - Слава Україні's user avatar
1 vote

Why doesn’t a $F$-statistic of 1 result in a $p$-value of about 0.5?

Point ‘1’ is basically OK. If the ANOVA null hypothesis is true, the expected value of $p$ is $0.5$, and @BruceET’s answer helps to build intuitions about why that is the case. “About $1$” is a reason …
user1205901 - Слава Україні's user avatar