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The True Characteristic Function of the F Distribution

P. C. B. Phillips
Biometrika
Vol. 69, No. 1 (Apr., 1982), pp. 261-264
Published by: Oxford University Press on behalf of Biometrika Trust
DOI: 10.2307/2335882
Stable URL: http://www.jstor.org/stable/2335882
Page Count: 4
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
The True Characteristic Function of the F Distribution
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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 behaviour of the characteristic function in the neighbourhood of the origin is characterized.

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