Function File: [mn, v] = fstat (m, n)

Compute mean and variance of the F distribution.

Arguments

• m is the first parameter of the F distribution. The elements of m must be positive
• n is the second parameter of the F distribution. The elements of n must be positive

m and n must be of common size or one of them must be scalar

Return values

• mn is the mean of the F distribution. The mean is undefined for n not greater than 2
• v is the variance of the F distribution. The variance is undefined for n not greater than 4

Examples

          m = 1:6;
          n = 5:10;
          [mn, v] = fstat (m, n)
          
          [mn, v] = fstat (m, 5)

References

1. Wendy L. Martinez and Angel R. Martinez. Computational Statistics Handbook with MATLAB. Appendix E, pages 547-557, Chapman & Hall/CRC, 2001.
2. Athanasios Papoulis. Probability, Random Variables, and Stochastic Processes. McGraw-Hill, New York, second edition, 1984.