F Distribution Calculator
The F distribution is the distribution of the ratio of two independent chi-square variables, each divided by its degrees of freedom. It starts at zero, is right-skewed, and is defined by two degrees of freedom (numerator df₁ and denominator df₂). The F statistic of analysis of variance (ANOVA), the overall significance test of a regression model, the test for the equality of two variances, and the comparison of nested models all rest on this distribution.
This calculator works in both directions: given an F statistic and two degrees of freedom it returns the exact upper-tail p-value; given a significance level it produces the critical F without any table lookup. Because printed F tables carry only the upper tail, it also verifies the frequently needed reciprocal identity F(1−α; d₂, d₁) = 1 / F(α; d₁, d₂), both as a lower critical value and numerically in the table.
F (Fisher-Snedecor) Distribution Formulas
Definition: F = (χ²₁ / d₁) / (χ²₂ / d₂), χ²₁ and χ²₂ independent Density: f(x) = [ (d₁x)^d₁ · d₂^d₂ / (d₁x + d₂)^(d₁+d₂) ]^(1/2) / [ x·B(d₁/2, d₂/2) ] Cumulative: F(x) = I₍d₁x/(d₁x+d₂)₎(d₁/2, d₂/2) (regularized incomplete beta) p-value: p = 1 − F(F_obs) (always the right tail) Critical: F₍₁−α; d₁, d₂₎ Reciprocity: F₍₁−α; d₂, d₁₎ = 1 / F₍α; d₁, d₂₎ Mean: E(X) = d₂ / (d₂ − 2) (d₂ > 2) Variance: Var(X) = 2·d₂²·(d₁ + d₂ − 2) / [d₁·(d₂ − 2)²·(d₂ − 4)] (d₂ > 4) Mode: [(d₁ − 2)/d₁] · [d₂/(d₂ + 2)] (d₁ > 2) ANOVA: F = MS_between / MS_within , d₁ = k − 1, d₂ = N − k Link to t: t²(ν) = F(1, ν)
The mean diverges when d₂ ≤ 2 and the variance when d₂ ≤ 4 — that is not a computational error but a property of the distribution. When H₀ is true the numerator and the denominator estimate the same variance, so the F ratio is expected to cluster around 1; large F values are evidence against H₀.
How to Calculate
- Choose the direction of the calculation: "F → p" if you have an F statistic, "α → F" if you are looking for a table value.
- Enter the numerator degrees of freedom (df₁): the number of groups − 1 in ANOVA, the number of predictors in regression.
- Enter the denominator degrees of freedom (df₂): total observations − number of groups in ANOVA, n − k − 1 in regression.
- In "F → p" mode, type the value of the F statistic; F cannot be negative.
- Choose the significance level (α); the critical value, the decision, and the table all follow this choice.
- Check that the lower critical value comes out the same along both routes: the direct computation and the reciprocal identity.
Worked Examples
ANOVA output: F(2; 27) = 4.35
In an ANOVA with three groups and 27 error degrees of freedom, F(2; 27) = 4.35 gives an upper tail of p = 0.023. The critical value at α = 0.05 is 3.354, so 4.35 > 3.354 and the difference between the groups is statistically significant. The mean of the distribution is 1.08 and its median 0.711.
Upper-tail p-value: p = 0.023 · Decision: Significant · F statistic: 4.3500
Critical F for α = 0.05, df₁ = 3, df₂ = 20
The critical value for an ANOVA with four groups is F(0.95; 3; 20) = 3.098, exactly matching the classic F table. The lower critical value is 0.115471 and is confirmed by the reciprocal identity as well: F(0.95; 20; 3) = 8.6602 and 1 / 8.6602 = 0.115471. The mode is 0.303.
Critical F value: 3.0984 · Rejection rule: F > 3.098 · F statistic: 3.0984
A non-significant result: F(4; 30) = 1.80
In an analysis with five groups, F(4; 30) = 1.80 yields p = 0.155; since the critical value is 2.690, 1.80 < 2.690 and the result is not significant. When the F statistic is close to 1, the between-groups variability is no different from the within-groups variability.
Upper-tail p-value: p = 0.155 · Decision: Not significant · F statistic: 1.8000