- CFA Exams
- CFA Level I Exam
- Topic 1. Quantitative Methods
- Learning Module 4. Common Probability Distributions
- Subject 11. Student's t-, Chi-Square, and F-Distributions
CFA Practice Question
Which of the following statements is correct?
B. The F-distribution is defined by three parameters.
C. The two samples used in the F-test must have the same size.
A. Just like the chi-square distribution, the F-distribution is skewed.
B. The F-distribution is defined by three parameters.
C. The two samples used in the F-test must have the same size.
Correct Answer: A
Just like the chi-square distribution, the F-distribution is skewed. This statement is correct; all other statements are incorrect. The F-distribution is defined by two parameters: the numerator and the denominator degrees of freedom. The sample size of the two samples does not have to be equal.
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