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p-Value Calculator for an F-Test
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p-Value Calculator for an F-Test
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This calculator will tell you the probability value of an F-test, given the F-value, numerator degrees of freedom, and denominator degrees of freedom.
Please supply the necessary parameter values, and then click 'Calculate'.
Degrees of freedom 1:
The first degrees of freedom value. This value is associated with the numerator.
Degrees of freedom 2:
The second degrees of freedom value. This value is associated with the denominator.
F-value:
A value from the F-distribution.
Formulas
The following formulas are involved in the calculation of p-values for an F-test:
Beta function:
F-distribution cumulative distribution function (CDF):
where
d
_{1}
and
d
_{2}
are the degrees of freedom, and
I
is the regularized lower incomplete beta function.
Lower incomplete beta function:
Regularized lower incomplete beta function:
where the numerator is the lower incomplete beta function, and the denominator is the beta function.
References
The following references can be used to cite this p-value calculator for an f-test:
Soper, D.S. (2014). p-Value Calculator for an F-Test [Software]. Available from http://www.danielsoper.com/statcalc
Abramowitz, M. and Stegun, I.A., eds. (1965). Handbook of Mathematical Functions. New York, NY: Dover.
David, F.N. (1949). The Moments of the z and F Distributions. Biometrika, vol. 36, pp. 394-403.
Related Calculators
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The
Statistics Calculators Index
now contains 104 free statistics calculators!
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