Logarithmic concavity of the inverse incomplete beta function with respect to parameter
Classical Analysis and ODEs
2017-10-27 v1
Abstract
The beta distribution is a two-parameter family of probability distributions whose distribution function is the (regularised) incomplete beta function. In this paper, the inverse incomplete beta function is studied analytically as univariate function of the first parameter. Monotonicity, limit results and convexity properties are provided. In particular, logarithmic concavity of the inverse incomplete beta function is established. In addition, we provide monotonicity results on inverses of a larger class of parametrised distributions that may be of independent interest.
Cite
@article{arxiv.1710.09708,
title = {Logarithmic concavity of the inverse incomplete beta function with respect to parameter},
author = {Dimitris Askitis},
journal= {arXiv preprint arXiv:1710.09708},
year = {2017}
}
Comments
17 pages, 3 figures