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arxiv: 1105.5762 · v1 · pith:HKBC4VNAnew · submitted 2011-05-29 · 🧮 math.ST · cs.IT· math.CA· math.IT· stat.TH

On Log-concavity of the Generalized Marcum Q Function

classification 🧮 math.ST cs.ITmath.CAmath.ITstat.TH
keywords functiongeneralizedmarcumbariczconjectureinftyliteraturelog-concave
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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.

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