An F-test is any statistical test in which the
test statistic has an
F-distribution under the null
hypothesis.
It is most often used when comparing
statistical models that have been fitted to a data set, in order to
identify the model that best fits the population from which the
data were sampled.
The main use of
F-distribution is to test whether
two independent samples have been drawn for the normal populations
with the same variance, or if two independent estimates of the
population variance are homogeneous or not, since it is often
desirable to compare two variances rather than two averages.