No. I don't find women very funny.
This theory brought about that women are not funny simply because they don't have to be to secure copulation nor to gain favor in social circles.
@boom762 - Your theory's strength is in it's inherent irony.
One has to wonder which end of the telescope you're looking through?
In the UK we have a long tradition of popular comediennes. From Gracie Fields and Joyce Grenfell to contemporaries such as Jennifer Saunders Dawn french, Victoria Wood, Morwenna Banks Sue Perkins, Joanna Lumley, Jo Brand, Diane Morgan there's too many to list. Even foreign women here become somehow empowered with humour.
In the states, most female comedians mainly only pull other women and the LGBT community. The biggest female comedians here are probably Ellen DeGeneres, Rosanne Bar, Whoopi Goldberg, Maria Bamford, Sarah Silverman, Joan Rivers, and Amy Schumer. These names are very spread out on the timeline though and for big female comic there are more male comics that draw larger crowds, get more specials, and have a more diverse audiance.
Thinking back on when you were in school, I'm sure you remember some class clowns. It could be different in Europe but those are mostly boys here.
Look at how big of a deal it is that Dave Chappelle returned. How quickly the Robin Williams on Broadway specials sold out. Kevin Hart might be doing the biggest specials currently.
The theory goes well with the US female comics as well. There arent many attractive female comics here. They are all overweight, frumpy, have low self-esteem/depression, or are gay, which eads more towards masculine emulation and self identitiy.