There are funny female comedians. Just not a lot of them.
Which is okay, because most male comedians also suck. In fact, most standup comedy is horrible shit.
Samantha Bee is pretty damn funny. She doesn't do as much standup anymore because of her job at the Daily Show, but I saw her perform once, years ago. She's great. Plays up the "ditzy chick who thinks she's smart" persona very well.