Log-concavity of a Mixture of Beta Distributions
Probability
2013-12-10 v1 Statistics Theory
Statistics Theory
Abstract
We show that a mixture of Beta distributions has log-concave density whenever the mixing weights are themselves log-concave. Some economic and statistical applications are provided in the last section.
Keywords
Cite
@article{arxiv.1312.2166,
title = {Log-concavity of a Mixture of Beta Distributions},
author = {Xiaosheng Mu},
journal= {arXiv preprint arXiv:1312.2166},
year = {2013}
}