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On Log-concavity of the Generalized Marcum Q Function

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Preprint
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arXiv ID: 1105.5762
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arXiv
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Abstract

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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