On Log-concavity of the Generalized Marcum Q Function
نویسنده
چکیده
It is shown that, if ν ≥ 1/2 then the generalized Marcum Q function Qν(a, b) is log-concave in b ∈ [0,∞). This proves a conjecture of Sun, Baricz and Zhou (2010). We also point out relevant results in the statistics literature.
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عنوان ژورنال:
- CoRR
دوره abs/1105.5762 شماره
صفحات -
تاریخ انتشار 2011