On Log-concavity of the Generalized Marcum Q Function
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🧮 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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