On Log-concavity of the Generalized Marcum Q Function
Statistics Theory
2011-05-31 v1 Information Theory
Classical Analysis and ODEs
math.IT
Statistics Theory
Abstract
It is shown that, if nu >= 1/2 then the generalized Marcum Q function Q_nu(a, b) is log-concave in 0<=b <infty. This proves a conjecture of Sun, Baricz and Zhou (2010). We also point out relevant results in the statistics literature.
Cite
@article{arxiv.1105.5762,
title = {On Log-concavity of the Generalized Marcum Q Function},
author = {Yaming Yu},
journal= {arXiv preprint arXiv:1105.5762},
year = {2011}
}