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We know the real distribution of the F statistic in linear models – it is a non-central F distribution. Under H0, we have a central F distribution. Given 1 - alpha, we can compute the probability of (correctly) rejecting H0. I created a simple demo to illustrate how the power changes as other parameters vary, e.g. the degrees of freedoms, the non-central parameter and alpha. Here is the video: And for those who might be interested, here is the code (you need to install the gWidgets package firs...