7.2 Prove that themean and variance of the F distribution are given by the following relationships, 8

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7.2 Prove that themean and variance of the F distribution are given by the following relationships, 8ˆˆ<

ˆˆ:

 D f2 f2  2

2 D 2f 2 2 . f1 C f2  2/

f1. f2  2/2. f2  4/

;

where f1 and f2 are the degrees of freedom of the variables at the numerator and denominator, respectively.

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