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2015

Moments of the log non-central chi-square distribution

Pav, Steven E.

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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.

Moments of the log non-central chi-square distribution · Around

Built on

Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables
Milton Abramowitz and Irene A. Stegun · 1964
Earlier work this paper cites.
Hand-book on STATISTICAL DISTRIBUTIONS for experimentalists
Christian Walck · 1996
Earlier work this paper cites.

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