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A Chi-Square Approximation for the F Distribution

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Document pages: 13 pages

Abstract: F distribution is one ofthe most frequently used distributions in statistics. For example, it is usedfor testing: equality of variances of two independent normal distributions,equality of means in the one-way ANOVA setting, overall significance of a normallinear regression model, and so on. In this paper, a simple chi-squareapproximation for the cumulative distribution of the F-distribution is obtained via an adjusted log-likelihood ratiostatistic. This new approximation exhibits remarkable accuracy even when thedegrees of freedom of the F distribution are small.

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