Logarithmic concavity of the inverse incomplete beta function with respect to the first parameter
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Logarithmic concavity of the inverse incomplete beta function with respect to the first parameter. / Askitis, Dimitris.
In: Mathematica Scandinavica, Vol. 127, No. 1, 2021, p. 111-130.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
APA
Vancouver
Author
Bibtex
}
RIS
TY - JOUR
T1 - Logarithmic concavity of the inverse incomplete beta function with respect to the first parameter
AU - Askitis, Dimitris
N1 - Publisher Copyright: © 2021 Mathematica Scandinavica. All rights reserved.
PY - 2021
Y1 - 2021
N2 - 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 a 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.
AB - 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 a 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.
UR - http://www.scopus.com/inward/record.url?scp=85107476611&partnerID=8YFLogxK
U2 - 10.7146/math.scand.a-121924
DO - 10.7146/math.scand.a-121924
M3 - Journal article
AN - SCOPUS:85107476611
VL - 127
SP - 111
EP - 130
JO - Mathematica Scandinavica
JF - Mathematica Scandinavica
SN - 0025-5521
IS - 1
ER -
ID: 276954836