Abstract | ||
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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 |
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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 |
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Yin Sun | 1 | 62 | 9.20 |
Árpád Baricz | 2 | 41 | 6.08 |