Eggy is right. It's in the receiver end. When you watch those usually ghastly panel shows staffed by male comics, with the odd woman thrown in, when she speaks they don't listen, talk over her, and don't react in the same way as when a man speaks. It's the same in male dominated meetings - [sweeping generalisation alert] a woman's voice is often not heard fully. In my very male industry, I noticed this frequently, and tackled it by speaking lower, slower and louder, otherwise I'd be talked over. When I pointed this out to my male colleagues, they were quite rightly embarassed and totally unaware they did it. And then they carried on!
THere are theories that this is because the female voice is pitched higher and doesn't resonate in the same way as a male voice - Mrs Thatcher had voice coaching to drop her natural rather squeaky voice to a slower, lower emission. Female newsreaders have lower, slower, more male voices, apparently to add gravitas - along with a disproportionate number of Scottish accents.
So, IMO, women are just as funny, innately as men, but unless they have a platform where they can be HEARD and where their delivery can be appreciated by the whole audience, not just women, they don't reach the same level of fame/success as men.
And also, many of the standup comics have cut their teeth thrashing through tours around 'clubland' for YEARS whilst the family all stay at home. It's not a career which combines easily with motherhood, obviously, and therefore isn't a choice a lot of women would make.
I saw Joan Rivers live, and she was awesome. Deep voice, though, see?