Makeindex lists “\emph{F} distribution” at the beginning of the index, not alphabetically

I want to list "F distribution" alphabetically in my index, but I want F to be italicized. Whether I use \emph, \it, \textit, or even , the entry appears in the unalphabetized list at the beginning of the index (along with other non-alpha symbols). How can I make this entry appear in the index along with other words beginning with F?

• You ought not be using \it it is a few decades obsolete and ought not be used with LaTeX 2e i.e. anything later than the 1980s. – cfr Dec 19 '17 at 5:14

\index{alpha@$\alpha$}