Moments of the log non-central chi-square distribution
S. Pav. (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.
Description
Moments of the log non-central chi-square distribution
%0 Generic
%1 pav2015moments
%A Pav, Steven E.
%D 2015
%K cumulants distributions moments myown non-central
%T Moments of the log non-central chi-square distribution
%U http://arxiv.org/abs/1503.06266
%X 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.
@misc{pav2015moments,
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.},
added-at = {2015-03-24T20:17:10.000+0100},
author = {Pav, Steven E.},
biburl = {https://www.bibsonomy.org/bibtex/2d33ea47c57290b298b1cd92db9d85dc1/shabbychef},
description = {Moments of the log non-central chi-square distribution},
interhash = {4892e9c29f222222218e770b948de89e},
intrahash = {d33ea47c57290b298b1cd92db9d85dc1},
keywords = {cumulants distributions moments myown non-central},
note = {cite arxiv:1503.06266Comment: 8 pages},
timestamp = {2015-03-24T20:17:10.000+0100},
title = {Moments of the log non-central chi-square distribution},
url = {http://arxiv.org/abs/1503.06266},
year = 2015
}