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On Log-concavity of the Generalized Marcum Q Function

Authors
  • Yu, Yaming
Type
Preprint
Publication Date
May 29, 2011
Submission Date
May 29, 2011
Identifiers
arXiv ID: 1105.5762
Source
arXiv
License
Yellow
External links

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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