Log-concavity of a mixture of beta distributions

We provide a sufficient condition for a mixture of Beta distributions to have log-concave density. This is true whenever the Beta distributions to be mixed together have constant parameter sum and the mixing weights are themselves log-concave. The result has applications in economics and statistics, which we present in the last section.

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Year of publication:	2015
Authors:	Mu, Xiaosheng
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 99.2015, C, p. 125-130
Publisher:	Elsevier
Subject:	Log-concavity \| Mixture models \| Reliability theory

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011208319