AI engineering glossary · Statistics inference
What is f-test?
F-test: A test whose statistic is a ratio of two variance estimates and follows the F-distribution when the null hypothesis holds. It is used in ANOVA, to compare two variances, and to check whether a regression model explains anything.
F-test: an example
In ANOVA, F = between-group variance estimate / within-group variance estimate; F near 1 suggests no group effect.
Related terms
More Statistics inference terms
- False discovery rate
- Family-wise error rate
- Fisher information
- Fisher's exact test
- Frequentist inference
- Generalised linear model
- Guardrail metric
- Heteroscedasticity
Where you learn it
F-test is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.