TY - JOUR
AU - Askitis, Dimitris
PY - 2021/02/17
Y2 - 2021/05/16
TI - Logarithmic concavity of the inverse incomplete beta function with respect to the first parameter
JF - MATHEMATICA SCANDINAVICA
JA - Math. Scand.
VL - 127
IS - 1
SE - Articles
DO - 10.7146/math.scand.a-121924
UR - https://www.mscand.dk/article/view/121924
SP - 111-130
AB - <p>The beta distribution is a two-parameter family of probability distributions whose distribution function is the (regularised) incomplete beta function. In this paper, the inverse incomplete beta function is studied analytically as a univariate function of the first parameter. Monotonicity, limit results and convexity properties are provided. In particular, logarithmic concavity of the inverse incomplete beta function is established. In addition, we provide monotonicity results on inverses of a larger class of parametrised distributions that may be of independent interest.</p>
ER -