Expected Logarithm and Negative Integer Moments of a Noncentral -Distributed Random Variable.
作者信息
Moser Stefan M
机构信息
Signal and Information Processing Lab, ETH Zürich, 8092 Zürich, Switzerland.
Institute of Communications Engineering, National Chiao Tung University, Hsinchu 30010, Taiwan.
出版信息
Entropy (Basel). 2020 Sep 19;22(9):1048. doi: 10.3390/e22091048.
Abstract
Closed-form expressions for the expected logarithm and for arbitrary negative integer moments of a noncentral χ2-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.
摘要
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本文引用的文献
1
An Integral Representation of the Logarithmic Function with Applications in Information Theory.
Entropy (Basel). 2019 Dec 30;22(1):51. doi: 10.3390/e22010051.
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