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Moments of the log non-central chi-square distribution

. (2015)cite arxiv:1503.06266Comment: 8 pages.

Abstract

The cumulants and moments of the log of the non-central chi-square distribution are derived. For example, the expected log of a chi-square random variable with v degrees of freedom is log(2) + psi(v/2). Applications to modeling probability distributions are discussed.

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Moments of the log non-central chi-square distribution

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