entropy Article Expected Logarithm and Negative Integer Moments of a Noncentral c2-Distributed Random Variable † Stefan M. Moser 1,2 1 Signal and Information Processing Lab, ETH Zürich, 8092 Zürich, Switzerland;
[email protected]; Tel.: +41-44-632-3624 2 Institute of Communications Engineering, National Chiao Tung University, Hsinchu 30010, Taiwan † Part of this work has been presented at TENCON 2007 in Taipei, Taiwan, and at ISITA 2008 in Auckland, New Zealand. Received: 21 July 2020; Accepted: 15 September 2020; Published: 19 September 2020 Abstract: Closed-form expressions for the expected logarithm and for arbitrary negative integer moments of a noncentral c2-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. Keywords: central c2 distribution; chi-square distribution; expected logarithm; exponential distribution; negative integer moments; noncentral c2 distribution; squared Rayleigh distribution; squared Rice distribution 1. Introduction The noncentral c2 distribution is a family of probability distributions of wide interest. They appear in situations where one or several independent Gaussian random variables (RVs) of equal variance (but potentially different means) are squared and summed together. The noncentral c2 distribution contains as special cases among others the central c2 distribution, the exponential distribution (which is equivalent to a squared Rayleigh distribution), and the squared Rice distribution. In this paper, we present closed-form expressions for the expected logarithm and for arbitrary negative integer moments of a noncentral c2-distributed RV with even or odd degrees of freedom.