Suppose that a random variable X has the F distribution with m and n degrees of freedom (n > 2). Show that E(X) = n/(n 2). Hint: Find the value of E(1/Z), where Z has the 2 distribution with n degrees of freedom.

Lecture 6: Random Variables 8.1 Random Variables - Definition: A random variable assigns a number to each outcome of a random circumstance, or, equivalently, a random variable assigns a number to each unit in a population. - Two broad classes of random variables: discrete random variables and continuous random...