On Moments of the Noncentral Chi Distribution

Saralees Nadarajah () and Stephen Chan ()
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Saralees Nadarajah: University of Manchester
Stephen Chan: American University of Sharjah

Sankhya A: The Indian Journal of Statistics, 2023, vol. 85, issue 1, No 34, 803-807

Abstract: Abstract The mean of a noncentral chi random variable is usually expressed in terms a hypergeometric function. On a 17 pages paper, Lawrence [Sankhyā A. https://doi.org/10.1007/s13171-021-00262-3 ] derived simpler expressions for the mean, involving the modified Bessel function of the first kind and the error function. We show here that these expressions follow immediately from known relationships between the hypergeometric and modified Bessel / error functions.

Keywords: Complementary error function; Error function; Modified Bessel function of the first kind; 62E99 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s13171-022-00278-3

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