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Expected Logarithm and Negative Integer Moments of a Noncentral χ(2)-Distributed Random Variable †
Closed-form expressions for the expected logarithm and for arbitrary negative integer moments of a noncentral [Formula: see text]-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 tigh...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7597108/ https://www.ncbi.nlm.nih.gov/pubmed/33286817 http://dx.doi.org/10.3390/e22091048 |
| Sumario: | Closed-form expressions for the expected logarithm and for arbitrary negative integer moments of a noncentral [Formula: see text]-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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