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The Characteristic Function of the F 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.
Year of publication:
1980-09
Authors: Phillips, Peter C.B.
Institutions: Cowles Foundation for Research in Economics, Yale University
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
CFP 560. Published in Biometrika (1982), 69: 261-264 The price is None Number 561 8 pages
Source:
Persistent link: https://www.econbiz.de/10004990700
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