Logarithmic concavity of the inverse incomplete beta function with respect to the first parameter

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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 journalJournal articleResearchpeer-review

Harvard

Askitis, D 2021, 'Logarithmic concavity of the inverse incomplete beta function with respect to the first parameter', Mathematica Scandinavica, vol. 127, no. 1, pp. 111-130. https://doi.org/10.7146/math.scand.a-121924

APA

Askitis, D. (2021). Logarithmic concavity of the inverse incomplete beta function with respect to the first parameter. Mathematica Scandinavica, 127(1), 111-130. https://doi.org/10.7146/math.scand.a-121924

Vancouver

Askitis D. Logarithmic concavity of the inverse incomplete beta function with respect to the first parameter. Mathematica Scandinavica. 2021;127(1):111-130. https://doi.org/10.7146/math.scand.a-121924

Author

Askitis, Dimitris. / Logarithmic concavity of the inverse incomplete beta function with respect to the first parameter. In: Mathematica Scandinavica. 2021 ; Vol. 127, No. 1. pp. 111-130.

Bibtex

@article{d91efba0b2fc49579ebc37be57d1bd59,
title = "Logarithmic concavity of the inverse incomplete beta function with respect to the first parameter",
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 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.",
author = "Dimitris Askitis",
note = "Publisher Copyright: {\textcopyright} 2021 Mathematica Scandinavica. All rights reserved.",
year = "2021",
doi = "10.7146/math.scand.a-121924",
language = "English",
volume = "127",
pages = "111--130",
journal = "Mathematica Scandinavica",
issn = "0025-5521",
publisher = "Aarhus Universitet * Mathematica Scandinavica",
number = "1",

}

RIS

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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 -

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