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arXiv · 1406.0345

Logarithmic Lambert $\mathrm{W}\times {\cal F}$ random variables for the family of chi-squared distributions and their applications

Viktor Witkovský·Gejza Wimmer·Tomy Duby
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Abstract

We introduce a class of logarithmic Lambert W random variables for a specific family of distributions. In particular, we characterize the log-Lambert W random variables for chi-squared distributions which naturally appear in the likelihood based inference of normal random variables.

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Viktor Witkovský, Gejza Wimmer, Tomy Duby. 2014-10-21. Logarithmic Lambert $\mathrm{W}\times {\cal F}$ random variables for the family of chi-squared distributions and their applications. https://doi.org/10.1016/j.spl.2014.09.028

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