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On Log-concavity of the Generalized Marcum Q Function
increasing failure rate log-concavity modified Bessel function noncentral chi square
2011/6/20
It is shown that, if 1/2 then the generalized
Marcum Q function Q(a, b) is log-concave in b 2 [0,1). This
proves a conjecture of Sun, Baricz and Zhou (2010). We also
point out relevant results...
Relative log-concavity and a pair of triangle inequalities
Bernoulli sum binomial approximation Hoeffding’s inequality maximum entropy
2010/10/19
The relative log-concavity ordering $\leq_{\mathrm{lc}}$ between probability mass functions (pmf's) on non-negative integers is studied. Given three pmf's $f,g,h$ that satisfy $f\leq_{\mathrm{lc}}g\le...