Log-concavity of a mixture of beta distributions

Xiaosheng Mu

Statistics & Probability Letters, 2015, vol. 99, issue C, 125-130

Abstract: 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.

Keywords: Log-concavity; Mixture models; Reliability theory (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.01.011

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