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arXiv · 1312.2166

Log-concavity of a Mixture of Beta Distributions

Xiaosheng Mu
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Abstract

We show that a mixture of Beta distributions has log-concave density whenever the mixing weights are themselves log-concave. Some economic and statistical applications are provided in the last section.

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Xiaosheng Mu. 2013-12-08. Log-concavity of a Mixture of Beta Distributions. https://arxiv.org/abs/1312.2166

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