Moments of the log non-central chi-square distribution

2015/03/21 by Pav, Steven E. · 1 citation
#60E07 #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1503.06266

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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