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PRESERVATION OF LOG-CONCAVITY AND LOG-CONVEXITY UNDER OPERATORS

Wanwan Xia,Tiantian Mao,Taizhong Hu

Published 2020 in Probability in the engineering and informational sciences (Print)

ABSTRACT

Log-concavity [log-convexity] and their various properties play an increasingly important role in probability, statistics, operations research and other fields. In this paper, we first establish general preservation theorems of log-concavity and log-convexity under operator $\phi \longmapsto T(\phi , \theta )=\mathbb {E}[\phi (X_\theta )]$, θ ∈ Θ, where Θ is an interval of real numbers or an interval of integers, and the random variable $X_\theta$ has a distribution function belonging to the family $\{F_\theta , \theta \in \Theta \}$ possessing the semi-group property. The proofs are based on the theory of stochastic comparisons and weighted distributions. The main results are applied to some special operators, for example, operators occurring in reliability, Bernstein-type operators and Beta-type operators. Several known results in the literature are recovered.

PUBLICATION RECORD

  • Publication year

    2020

  • Venue

    Probability in the engineering and informational sciences (Print)

  • Publication date

    2020-02-14

  • Fields of study

    Mathematics

  • Identifiers
    DOI 10.1017/S0269964820000042
  • External record

    Open on Semantic Scholar

  • Source metadata

    Semantic Scholar

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