Preservation of log-concavity on summation
We extend Hoggar's theorem that the sum of two independent discrete-valued log-concave random variables is itself log-concave. We introduce conditions under which the result still holds for dependent variables. We argue that these conditions are natural by giving some applications. Firstly, we...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2006
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