Skewness of F-Distribution

Theorem

Let $n, m$ be strictly positive integers.

Let $X \sim F_{n, m}$ where $F_{n, m}$ is the F-distribution with $\tuple {n, m}$ degrees of freedom.

Then the skewness $\gamma_1$ of $X$ is given by:

$\gamma_1 = \dfrac {2 \paren {m + 2 n - 2} } {m - 6} \sqrt {\dfrac {2 \paren {m - 4} } {n \paren {m + n - 2} } }$

for $m > 6$, and does not exist otherwise.

Proof

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