On the Hurwitz zeta function with an application to the beta-exponential distribution
Statistics Theory
2020-03-25 v2 Other Statistics
Statistics Theory
Abstract
We prove a monotonicity property of the Hurwitz zeta function which, in turn, translates into a chain of inequalities for polygamma functions of different orders. We provide a probabilistic interpretation of our result by exploiting a connection between Hurwitz zeta function and the cumulants of the beta-exponential distribution.
Cite
@article{arxiv.1909.07026,
title = {On the Hurwitz zeta function with an application to the beta-exponential distribution},
author = {Julyan Arbel and Olivier Marchal and Bernardo Nipoti},
journal= {arXiv preprint arXiv:1909.07026},
year = {2020}
}
Comments
8 pages, 1 figure