Monotonicity and inequalities involving the incomplete gamma function

Monotonicity and inequalities for the gamma function

Monotonicity of Ratios Involving Incomplete Gamma Functions with Actuarial Applications

Ratios involving incomplete gamma functions and their monotonicity properties play important roles in financial risk analysis. We derive desired monotonicity properties either using Pinelis’ Calculus Rules or applying probabilistic techniques. As a consequence, we obtain several inequalities involving conditional expectations that have been of interest in actuarial science.

Supplements to Known Monotonicity Results and Inequalities for the Gamma and Incomplete Gamma Functions

In particular they proved that for x > 0 and α = 0 the function [Γ(1 + 1/x)]x decreases with x, while when α=1 the function x[Γ(1+1/x)]x increases.Moreover they also showed that the values α= 0 and α= 1, in the properties mentioned above, cannot be improved if x ∈ (0,+∞). In this paper we continue the investigation on the monotonicity properties for the gamma function proving, in Section 2, the...

On some inequalities for the incomplete gamma function

Let p 6= 1 be a positive real number. We determine all real numbers α = α(p) and β = β(p) such that the inequalities [1− e−βx p ] < 1 Γ(1 + 1/p) ∫ x 0 e−t p dt < [1− e−αx p ] are valid for all x > 0. And, we determine all real numbers a and b such that − log(1− e−ax) ≤ ∫ ∞ x e−t t dt ≤ − log(1− e−bx)

Monotonicity and Convexity for the Gamma Function

Let a and b be given real numbers with 0 ≤ a < b < a + 1. Then the function θa,b(x) = [Γ(x + b)/Γ(x + a)]1/(b−a) − x is strictly convex and decreasing on (−a,∞) with θa,b(∞) = a+b−1 2 and θa,b(−a) = a, where Γ denotes the Euler’s gamma function.