Expected Logarithm and Negative Integer Moments of a Noncentral χ2-Distributed Random Variable†
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Date
2020-09
Publication Type
Journal Article
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yes
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Abstract
Closed-form expressions for the expected logarithm and for arbitrary negative integer moments of a noncentral χ2-distributed random variable are presented in the cases of both even and odd degrees of freedom. Moreover, some basic properties of these expectations are derived and tight upper and lower bounds on them are proposed.
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published
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Journal / series
Volume
22 (9)
Pages / Article No.
1048
Publisher
MDPI
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Edition / version
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Software
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Date collected
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Subject
Central χ2 distribution; Chi-square distribution; Expected logarithm; Exponential distribution; Negative integer moments; Noncentral χ2 distribution; Squared Rayleigh distribution; Squared Rice distribution
Organisational unit
03529 - Lapidoth, Amos / Lapidoth, Amos