Preservation of log-concavity on summation

نویسندگان

  • Oliver Johnson
  • Christina Goldschmidt
چکیده

We extend Hoggar’s result that the sum of two independent discrete-valued log-concave random variables is itself log-concave. Firstly, we weaken the assumption of independence, and introduce conditions under which the result still holds for dependent variables. Secondly, we introduce a wider class of random variables such that in the independent case the sum is still log-concave, and prove simple results concerning this class.

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تاریخ انتشار 2005