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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Related Book For
Statistics And Analysis Of Scientific Data
ISBN: 9781493982394
2nd Edition
Authors: Massimiliano Bonamente
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