B9. F-Test

For the F-test the values of $F_\alpha(n_1,n_2)$, the F-Distribution at the significance level $\alpha$, are needed. This are the upper tails of the probability function p(F,n₁,n₂) starting at the ratio F where the integral

$$P = \int_F^\infty p(F,n_1,n_2) \ dF$$ (B24)

is equal to the value of the significance level $\alpha$.

For practical use these values F are calculated and assembled in tables for several levels of significance and degrees of freedom for the nominator n₁ and denominator n₂.