Moments of the log non-central chi-square distribution
classification
📊 stat.AP
math.PR
keywords
chi-squaredistributionmomentsnon-centralapplicationscumulantsdegreesderived
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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.
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