Log-concave probability and its applications

B-Tier
Journal: Economic Theory
Year: 2005
Volume: 26
Issue: 2
Pages: 445-469

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In many applications, assumptions about the log-concavity of a probability distribution allow just enough special structure to yield a workable theory. This paper catalogs a series of theorems relating log-concavity and/or log-convexity of probability density functions, distribution functions, reliability functions, and their integrals. We list a large number of commonly-used probability distributions and report the log-concavity or log-convexity of their density functions and their integrals. We also discuss a variety of applications of log-concavity that have appeared in the literature. Copyright Springer-Verlag Berlin/Heidelberg 2005

Technical Details

RePEc Handle
repec:spr:joecth:v:26:y:2005:i:2:p:445-469
Journal Field
Theory
Author Count
2
Added to Database
2026-01-24