Title
Inequalities for the generalized Marcum Q-function
Abstract
In this paper, we consider the generalized Marcum Q-function of order ν>0 real, defined byQν(a,b)=1aν-1∫b∞tνe-t2+a22Iν-1(at)dt,where a,b⩾0, Iν stands for the modified Bessel function of the first kind and the right hand side of the above equation is replaced by its limiting value when a=0. Our aim is to prove that the function ν↦Qν(a,b) is strictly increasing on (0,∞) for each a⩾0, b>0, and to deduce some interesting inequalities for the function Qν. Moreover, we present a somewhat new viewpoint of the generalized Marcum Q-function, by showing that satisfies the new-is-better-than-used (nbu) property, which arises in economic theory.
Year
DOI
Venue
2008
10.1016/j.amc.2008.04.009
Applied Mathematics and Computation
Keywords
Field
DocType
Generalized Marcum Q-function,Non-central chi and chi-squared distribution,Modified Bessel functions,Log-concavity,NBU property
Mathematical analysis,Numerical analysis,Distribution function,Marcum Q-function,Mathematics,Limiting,Bessel function
Journal
Volume
Issue
ISSN
203
1
0096-3003
Citations 
PageRank 
References 
10
0.72
1
Authors
2
Name
Order
Citations
PageRank
Yin Sun1629.20
Árpád Baricz2416.08