Moments of the log non-central chi-square distribution
Applications
2015-03-24 v1 Probability
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.
Keywords
Cite
@article{arxiv.1503.06266,
title = {Moments of the log non-central chi-square distribution},
author = {Steven E. Pav},
journal= {arXiv preprint arXiv:1503.06266},
year = {2015}
}
Comments
8 pages