Can someone please explain to me what's the use of f distribution. I cannot understand how to derive it from a normal distribution.
Please help.
The main link between F and Normal distributions is:
The Quotient to two Chi-square distributed variables (each divided by their degrees of freedom) follows an F distribution
The sums of squares of k independant normal variables follows a chi square distribution with k degrees of freedom.
So, if you have 5 normally distributed independant Variables (N1...N4)
Its often used in testing the goodness of fit of regression models.