In theory, all moments of some probability distributions do not necessarily exist. In the other words, they may be infinite or undefined. One of these distributions is the F-distribution whose mean and variance have not been defined for the second degree of freedom less than 3 and 5, respectively. In some cases, a large statistical population having an F-distribution may exist and the aim is to obtain its mean and variance which are an estimation of the non-existent mean and variance of F-distribution. This article considers a large sample F-distribution to estimate its non-existent mean and variance using Simul8 simulation software.
Kamali, Hamid Reza and Shahnazari-Shahrezaei, Parisa
"Estimating the Non-Existent Mean and Variance of the F-Distribution by Simulation,"
Journal of Modern Applied Statistical Methods:
2, Article 28.
Available at: http://digitalcommons.wayne.edu/jmasm/vol9/iss2/28