F- Distribution
Another continuous probability distribution that finds use in econometrics is the F distribution.
If z1 and z2 are two chi-square variables that are independently distributed with k1 and k2 degrees of freedom respectively, the variable
![249_f distribution.png](https://www.expertsmind.com/CMSImages/249_f%20distribution.png)
follows F distribution with k1 and k2 degrees of freedom respectively. The variable is denoted by Fk1k2, where the subscripts k1 and k2, are the degrees of freedom associated with the chi-square variables.
We may note here that k1 is called the numerator degrees of freedom and in the same way, k2 is called the denominator degrees of freedom.