Chernoff's density is log-concave
Statistics Theory
2014-02-06 v2 Statistics Theory
Abstract
We show that the density of , sometimes known as Chernoff's density, is log-concave. We conjecture that Chernoff's density is strongly log-concave or "super-Gaussian", and provide evidence in support of the conjecture.
Cite
@article{arxiv.1203.0828,
title = {Chernoff's density is log-concave},
author = {Fadoua Balabdaoui and Jon A. Wellner},
journal= {arXiv preprint arXiv:1203.0828},
year = {2014}
}
Comments
Published in at http://dx.doi.org/10.3150/12-BEJ483 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)