Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154490 | Statistics & Probability Letters | 2015 | 6 Pages |
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
Xiaosheng Mu,