Women aren't funny when they try to be. A lot of comedy is based on being made to feel or look stupid, or point out short comings in one's self or society. A lot of male comedians speak for the every day bloke and have jokes based on waist size, being bad at shopping, being bad at sex and being fat... kind of look at me I am an idiot pointing out the hilariousness of being average. That is kind of attractive in men as its anti-masculine and contradicts the typical image of masculinity. The males role in sexuality is to be strong and powerful, and those things don't work in standard comedy because they are observations of things that aren't quite right or are ironic which is what makes us laugh. It doesn't work for females on the whole because it is their sexual role to be mysterious, submissive and passive, and to be pursued by men and when they try to act the idiot they lose that in a way that a man doesn't lose their attractiveness when lowering his guard in a joke that pokes fun at his own misfortune.
Not to mention the fact that females comedians have really poor material in general. All they ever talk about is not putting out for a laugh, being a feminist, dumping her man and generally putting men down and highlighting sexual dominance which isn't funny or ironic in any way because its true. Even worse if they are black. Nothing worse than a black, female comedian. A funny female comedian would talk about their misfortune at being a woman and be vulgar about sex like a man is and talk about making sandwiches, sucking dick and their men falling asleep after sex. Generally degrading yourself and pointing out funny low points about yourself is a winning tactic in comedy and women just can't do that on stage. I know a few funny women who do this in conversation, but can't think of any actual comedians who have this sort of material. I find female comedy to be really empowering and "sisters are doing it for themselves" sort of thing, which is the opposite to male comedy in which males point out their sexual inferiority, which is of course where the laughs come from. No one laughs along to feminism, its a complete kill joy.