###### The Least Squares Criterion

The linear relation between the dependent and independent variables is described as follows:... **Read More**

A chi-square distribution is an asymmetrical family of distributions. A chi-square distribution with \(v\) degrees of freedom is the distribution of the sum of the squares of \(v\) independent standard normally distributed random variables. Intuitively, chi-square distributions take only non-negative random variables.

A chi-square distribution is used to test the variance of a population that is distributed normally.

In a summary, the following are the properties of a chi-square distribution:

- A chi-square distribution is a non-symmetrical distribution (skewed to the right).
- A chi-square distribution is defined by one parameter: degrees of freedom (df), \(v = n – 1\).
- A chi-square distribution is the sum of the squares of \(k\) independent standard normally distributed random variables. Hence, it is a non-negative distribution.
- For each degree of freedom, there are different chi-square distributions.
- The shape of a chi-square distribution changes with the change in the degrees of freedom. The more the degrees of free increase, the more the distribution assumes the shape of a standard normal distribution.

An F-distribution is used to test the equality of variances of two normally distributed populations from two independent random samples.

The following are the properties of an F-distribution:

- An F-distribution is an asymmetrical distribution (skewed to the right).
- An F-distribution is defined by two parameters, i.e., degrees of freedom of the numerator ( \(m\)) and degrees of freedom of the denominator ( \(n\)).
- Like a chi-square distribution, an F-distribution can only have positive values.
- As the degrees of freedom for the numerator and the denominator increase, the F-distribution approximates the normal distribution.

The F-distribution is the ratio of two chi-square distributions with degrees of freedom* \(m\)* and \(n\), respectively, where each chi-square has first been divided by its degrees of freedom, i.e.,

$$

F=\frac{\left(\frac{\chi_{1}^{2}}{m}\right)}{\left(\frac{\chi_{2}^{2}}{n}\right)}

$$

Where \(m\) is the numerator degrees of freedom and \(n\) is the denominator degrees of freedom.

QuestionWhich of the following are

most likelycommon characteristics of F-distribution and chi-square distribution?

- Both can take only positive value.
- Both are defined by two parameters.
- Both are negatively skewed distribution.

SolutionThe correct answer is

A.Both F-distribution and chi-square distribution can only take non-negative values.

B is incorrect.A chi-square distribution is defined by one parameter (i.e., n-1 degrees of freedom) while an F-distribution is defined by parameters, i.e., degrees of freedom of the numerator (m) and degrees of freedom of the denominator (n).

C is incorrect.Both the F-distribution and the chi-square distribution are positively skewed distributions.