Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums

Bruce Levin and Erik Learned-Miller

Statistics & Probability Letters, 2024, vol. 207, issue C

Abstract: We show that the likelihood function for a multinomial vector observed under arbitrary interval censoring constraints on the frequencies or their partial sums is completely log-concave by proving that the constrained sample spaces comprise M-convex subsets of the discrete simplex.

Keywords: Interval censoring; Log-concavity; Lorentzian polynomials; M-convex subsets; Multinomial distribution; Partial sum rectangles (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2024.110039

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