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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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Autor principal: Moser, Stefan M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
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
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author Moser, Stefan M.
author_facet Moser, Stefan M.
author_sort Moser, Stefan M.
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description 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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spelling pubmed-75971082020-11-09 Expected Logarithm and Negative Integer Moments of a Noncentral χ(2)-Distributed Random Variable † Moser, Stefan M. Entropy (Basel) Article 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. MDPI 2020-09-19 /pmc/articles/PMC7597108/ /pubmed/33286817 http://dx.doi.org/10.3390/e22091048 Text en © 2020 by the author. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/).
spellingShingle Article
Moser, Stefan M.
Expected Logarithm and Negative Integer Moments of a Noncentral χ(2)-Distributed Random Variable †
title Expected Logarithm and Negative Integer Moments of a Noncentral χ(2)-Distributed Random Variable †
title_full Expected Logarithm and Negative Integer Moments of a Noncentral χ(2)-Distributed Random Variable †
title_fullStr Expected Logarithm and Negative Integer Moments of a Noncentral χ(2)-Distributed Random Variable †
title_full_unstemmed Expected Logarithm and Negative Integer Moments of a Noncentral χ(2)-Distributed Random Variable †
title_short Expected Logarithm and Negative Integer Moments of a Noncentral χ(2)-Distributed Random Variable †
title_sort expected logarithm and negative integer moments of a noncentral χ(2)-distributed random variable †
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7597108/
https://www.ncbi.nlm.nih.gov/pubmed/33286817
http://dx.doi.org/10.3390/e22091048
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