Dear Josu,
Let X be Chi^2. Then, the moment generating function of Z=log(X) is:
E[exp(aZ)] = E[X^a]
which can be obtained explicitly by integration (substitute for the density of
X). The moments follow directly.
Yours
Karim
Josu Arteche wrote:
>
> I would appreciate some information (books, papers,..) about
> moments of centered log-chi squared distributions.
> Thank you
>
> Josu Arteche
> Dpt. Economia Aplicada III
> Facultad de Ciencias Economicas y Empresariales UPV-EHU
> Avda. Lehendakari Agirre, 83
> 48015 Bilbao
> Spain
> Tel: 94 601 3852
> Fax: 94 601 3754
--
Karim Maher Abadir
Professor at the Departments of Mathematics and Economics
University of York, Heslington, YORK YO10 5DD, UK.
Fax: 01904 - 433759.
http://www.york.ac.uk/depts/econ/res/indiv/abadir.htm
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