Search results
Results From The WOW.Com Content Network
The following are among the properties of log-concave distributions: If a density is log-concave, so is its cumulative distribution function (CDF). If a multivariate density is log-concave, so is the marginal density over any subset of variables. The sum of two independent log-concave random variables is log-concave. This follows from the fact ...
Strictly logarithmically convex if is strictly convex. Here we interpret log 0 {\displaystyle \log 0} as − ∞ {\displaystyle -\infty } . Explicitly, f is logarithmically convex if and only if, for all x 1 , x 2 ∈ X and all t ∈ [0, 1] , the two following equivalent conditions hold:
The Brunn–Minkowski inequality asserts that the Lebesgue measure is log-concave. The restriction of the Lebesgue measure to any convex set is also log-concave.. By a theorem of Borell, [2] a probability measure on R^d is log-concave if and only if it has a density with respect to the Lebesgue measure on some affine hyperplane, and this density is a logarithmically concave function.
A function f is concave over a convex set if and only if the function −f is a convex function over the set. The sum of two concave functions is itself concave and so is the pointwise minimum of two concave functions, i.e. the set of concave functions on a given domain form a semifield.
The term convex is often referred to as convex down or concave upward, and the term concave is often referred as concave down or convex upward. [3] [4] [5] If the term "convex" is used without an "up" or "down" keyword, then it refers strictly to a cup shaped graph .
Thus, the collection of −∞-convex measures is the largest such class, whereas the 0-convex measures (the logarithmically concave measures) are the smallest class. The convexity of a measure μ on n-dimensional Euclidean space R n in the sense above is closely related to the convexity of its probability density function. [2]
The Bohr–Mollerup theorem states that among all functions extending the factorial functions to the positive real numbers, only the gamma function is log-convex, that is, its natural logarithm is convex on the positive real axis. Another characterisation is given by the Wielandt theorem.
Log-concave may refer to: Logarithmically concave function; Logarithmically concave measure; Logarithmically concave sequence This page was last edited on 22 ...