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Log-concave probability and its applications
Economic Theory (2005)
  • Ted Bergstrom, University of California, Santa Barbara
  • Mark Bagnoli, Purdue University

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. (The current draft corrects a typo in Table 3.)

  • log-concavity,
  • log-convexity,
  • reliability,
  • hazard functions,
  • failure rates,
  • costly appraisals,
  • mean residual lifetime
Publication Date
January 1, 2005
Citation Information
Ted Bergstrom and Mark Bagnoli. "Log-concave probability and its applications" Economic Theory Vol. 26 (2005)
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