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

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.

http://www.sciencedirect.com/science/article/pii/S0167715214003484