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Log-concave Probability and its Applications
  • Mark Bagnoli
  • Ted Bergstrom, University of California, Santa Barbara

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.

  • log concave probability,
  • reliability theory,
  • lemons market,
  • probability distributions
Publication Date
January 1, 2004
Citation Information
Mark Bagnoli and Ted Bergstrom. "Log-concave Probability and its Applications" (2004)
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