Log-concavity of a mixture of beta distributions

Xiaosheng Mu

doi:10.1016/j.spl.2015.01.011

Log-concavity of a mixture of beta distributions

Xiaosheng Mu

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

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.

Original language	English (US)
Pages (from-to)	125-130
Number of pages	6
Journal	Statistics and Probability Letters
Volume	99
DOIs	https://doi.org/10.1016/j.spl.2015.01.011
State	Published - Apr 1 2015
Externally published	Yes

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

Keywords

Log-concavity
Mixture models
Reliability theory

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10.1016/j.spl.2015.01.011

Cite this

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title = "Log-concavity of a mixture of beta distributions",

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.",

keywords = "Log-concavity, Mixture models, Reliability theory",

author = "Xiaosheng Mu",

note = "Publisher Copyright: {\textcopyright} 2015 Elsevier B.V.",

year = "2015",

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day = "1",

doi = "10.1016/j.spl.2015.01.011",

language = "English (US)",

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T1 - Log-concavity of a mixture of beta distributions

AU - Mu, Xiaosheng

PY - 2015/4/1

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N2 - 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.

AB - 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.

KW - Log-concavity

KW - Mixture models

KW - Reliability theory

UR - https://www.scopus.com/pages/publications/84922365999

UR - https://www.scopus.com/pages/publications/84922365999#tab=citedBy

U2 - 10.1016/j.spl.2015.01.011

DO - 10.1016/j.spl.2015.01.011

M3 - Article

AN - SCOPUS:84922365999

SN - 0167-7152

VL - 99

SP - 125

EP - 130

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Log-concavity of a mixture of beta distributions

Abstract

All Science Journal Classification (ASJC) codes

Keywords

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