Logarithmic concavity of the inverse incomplete beta function with respect to the first parameter
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Dokumenter
- LOGARITHMIC CONCAVITY OF THE INVERSE INCOMPLETE
Indsendt manuskript, 855 KB, PDF-dokument
The beta distribution is a two-parameter family of probability distributions whose distribution function is the (regularised) incomplete beta function. In this paper, the inverse incomplete beta function is studied analytically as a univariate function of the first parameter. Monotonicity, limit results and convexity properties are provided. In particular, logarithmic concavity of the inverse incomplete beta function is established. In addition, we provide monotonicity results on inverses of a larger class of parametrised distributions that may be of independent interest.
Originalsprog | Engelsk |
---|---|
Tidsskrift | Mathematica Scandinavica |
Vol/bind | 127 |
Udgave nummer | 1 |
Sider (fra-til) | 111-130 |
ISSN | 0025-5521 |
DOI | |
Status | Udgivet - 2021 |
Bibliografisk note
Publisher Copyright:
© 2021 Mathematica Scandinavica. All rights reserved.
Antal downloads er baseret på statistik fra Google Scholar og www.ku.dk
ID: 276954836