Article ID Journal Published Year Pages File Type
1154490 Statistics & Probability Letters 2015 6 Pages PDF
Abstract

We provide a sufficient condition for a mixture of Beta distributions to have log-concave density. This is true whenever the Beta distributions to be mixed together have constant parameter sum and the mixing weights are themselves log-concave. The result has applications in economics and statistics, which we present in the last section.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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