Expected Logarithm and Negative Integer Moments of a Noncentral <em>χ</em><sup>2</sup>-Distributed Random Variable
Closed-form expressions for the expected logarithm and for arbitrary negative integer moments of a noncentral <inline-formula><math display="inline"><semantics><msup><mi>χ</mi><mn>2</mn></msup></semantics></math></inline-...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-09-01
|
| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/22/9/1048 |
| Summary: | Closed-form expressions for the expected logarithm and for arbitrary negative integer moments of a noncentral <inline-formula><math display="inline"><semantics><msup><mi>χ</mi><mn>2</mn></msup></semantics></math></inline-formula>-distributed random variable are presented in the cases of both even and odd degrees of freedom. Moreover, some basic properties of these expectations are derived and tight upper and lower bounds on them are proposed. |
|---|---|
| ISSN: | 1099-4300 |