Distribution

Formulae that are given in the literature for the characteristic function of the F distribution are incorrect and imply that the distribution has ﬁnite moments of all orders. Correct formulae are derived and the asymptotic behavior of the characteristic function in the neighborhood of the origin is characterized.

Abstract

Formulae that are given in the literature for the characteristic function of the F distribution are incorrect and imply that the distribution has ﬁnite moments of all orders. Correct formulae are derived and the asymptotic behavior of the characteristic function in the neighborhood of the origin is characterized.

Document
Control
Number(s)

CFDP 561

Publication Link

Distribution

Page Count

8

Publication Date

September 1980

Revision Date

May 2022