The true characteristic function of the F distribution
纠正了文献中F分布特征函数的错误公式,推导出正确形式,并刻画了其在原点附近的渐近行为。
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.