F-Test: Theory, Variants & Complete R Analysis
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The F-test is a family of statistical tests built on the F-distribution — the ratio of two independent chi-squared variables divided by their degrees of freedom. It answers three fundamental questions in applied statistics:
- Are two population variances equal? (Variance ratio test)
- Do several group means differ? (One-way ANOVA)
- Does a regression model explain significant variation? (Overall F in regression)