If π~π‘(π) , then πΈ[π] = 0 if π > 1 and πππ[π] = π πβ2 if k >2
If X is an F β distributed random variable with m and n degrees of freedom, then πππ[π] = (2π^2(π+πβ2))/(π(πβ2)^2(πβ4)).
If X has a chi-square distribution, then ππ(π‘) = [ (1/2)/((1/ 2)βπ‘ )] ^(π/2) = [ (1)/(1β2π‘) ] ^(π/2) , t < Β½.
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