Log-concave probability and its applications. (English) Zbl 1137.60309
Aliprantis, Charalambos D. (ed.) et al., Rationality and equilibrium. A symposium in honor of Marcel K. Richter. Collected papers. Berlin: Springer (ISBN 978-3-540-29577-8/hbk). Studies in Economic Theory 26, 217-241 (2006).
Summary: In many applications, assumptions about the log-concavity of a probability distribution allow just enough special structure to yield a workable theory. This paper catalogs a series of theorems relating log-concavity and/or log-convexity of probability density functions, distribution functions, reliability functions, and their integrals. We list a large number of commonly-used probability distributions and report the log-concavity or log-convexity of their density functions and their integrals. We also discuss a variety of applications of log-concavity that have appeared in the literature.
For the entire collection see [Zbl 1124.91001].
For the entire collection see [Zbl 1124.91001].
