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What is the expected value of the F distribution?
Let X∼Fn,m where Fn,m is the F-distribution with (n,m) degrees of freedom. Then the expectation of X is given by: E(X)=mm−2.
What does an F-distribution tell you?
The F-distribution is a method of obtaining the probabilities of specific sets of events occurring. The F-statistic is often used to assess the significant difference of a theoretical model of the data.
Why is the distribution of X and Y uniform?
For $X$ and $Y$ random variables; $X$ follows the uniform distribution. (1): if $Y=-\\log X$ (2): then it can be shown that $-\\log X$ is distributed as $\\exp(1)$ {i.e. exponential with mean 1}. Why is this so? Intuitively statement (2) make sense to me. But i’d like a mathematical proof. -Probably wrong working:
When is the distribution of X not exponential?
$\\begingroup$(2) is correct if $X$ is uniformly distributed on $[0,1]$ but for a generaluniform distribution on $[a,b]$, the distribution of $-\\log X$ is not exponential with mean $1$.$\\endgroup$– Dilip SarwateSep 20 ’12 at 12:20 Add a comment | 3 Answers 3
What is the expectation of a Cauchy random variable?
A Cauchy random variable takes a value in (−∞,∞) with the fol- lowing symmetric and bell-shaped density function. f(x) = 1 π[1+(x−µ)2] The expectation of Bernoulli random variable implies that since an indicator function of a random variable is a Bernoulli random variable, its expectation equals the probability.
How to find the distribution of an integer?
(1): if $Y=-\\log X$ (2): then it can be shown that $-\\log X$ is distributed as $\\exp(1)$ {i.e. exponential with mean 1}. W… Stack Exchange Network Stack Exchange network consists of 178 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.