Mills' ratio: Reciprocal convexity and functional inequalities
Classical Analysis and ODEs
2013-05-06 v4 Probability
Abstract
This note contains sufficient conditions for the probability density function of an arbitrary continuous univariate distribution, supported on such that the corresponding Mills ratio to be reciprocally convex (concave). To illustrate the applications of the main results, the reciprocal convexity (concavity) of Mills ratio of the gamma distribution is discussed in details.
Cite
@article{arxiv.1010.3267,
title = {Mills' ratio: Reciprocal convexity and functional inequalities},
author = {Árpád Baricz},
journal= {arXiv preprint arXiv:1010.3267},
year = {2013}
}
Comments
6 pages