Question: Let X be a random variable with an F p , q distribution (F distribution with p and q degrees of freedom). Derive the pdf

Let X be a random variable with an Fp,q distribution (F distribution with p and q degrees of freedom).

  • Derive the pdf of X
  • Derive the mean and variance of X
  • Show that 1/X has an Fp,q distribution.
  • Show that (p/q)X/[1+(p/q)X] has a beta distribution with parameters p/2 and q/2.

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