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Estimating The Non-Existent Mean And Variance Of The F-Distribution By Simulation, Hamid Reza Kamali, Parisa Shahnazari-Shahrezaei

Journal of Modern Applied Statistical Methods

In theory, all moments of some probability distributions do not necessarily exist. In the other words, they may be infinite or undefined. One of these distributions is the F-distribution whose mean and variance have not been defined for the second degree of freedom less than 3 and 5, respectively. In some cases, a large statistical population having an F-distribution may exist and the aim is to obtain its mean and variance which are an estimation of the non-existent mean and variance of F-distribution. This article considers a large sample F-distribution to estimate its non-existent mean and variance using Simul8 simulation …