Log-concave Probability Distributions: Theory and Statistical Testing
AbstractThis paper studies the broad class of log-concave probability distributions that arise in economics of uncertainty and information.
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Bibliographic InfoPaper provided by EconWPA in its series Game Theory and Information with number 9611002.
Length: 31 pages
Date of creation: 17 Nov 1996
Date of revision:
Note: Type of Document - LaTex; prepared on UNIX Sparc TeX; to print on PostScript; pages: 31 ; figures: request from author. We never published this piece and now we would like to reduce our mailing and xerox cost by posting it.
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Log-concavity; Increasing Hazard Rate; Non-parametric Testing;
Other versions of this item:
- An, M.Y., 1996. "Log-Concave Probability Distributions : Theory and Statistical Testing," Papers 96-01, Centre for Labour Market and Social Research, Danmark-.
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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