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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 |
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author | Moser, Stefan M. |
author_facet | Moser, Stefan M. |
author_sort | Moser, Stefan M. |
collection | PubMed |
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. |
format | Online Article Text |
id | pubmed-7597108 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2020 |
publisher | MDPI |
record_format | MEDLINE/PubMed |
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 |
work_keys_str_mv | AT moserstefanm expectedlogarithmandnegativeintegermomentsofanoncentralch2distributedrandomvariable |