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Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums

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  • Levin, Bruce
  • Learned-Miller, Erik

Abstract

We show that the likelihood function for a multinomial vector observed under arbitrary interval censoring constraints on the frequencies or their partial sums is completely log-concave by proving that the constrained sample spaces comprise M-convex subsets of the discrete simplex.

Suggested Citation

  • Levin, Bruce & Learned-Miller, Erik, 2024. "Log-concavity of multinomial likelihood functions under interval censoring constraints on frequencies or their partial sums," Statistics & Probability Letters, Elsevier, vol. 207(C).
  • Handle: RePEc:eee:stapro:v:207:y:2024:i:c:s0167715224000087
    DOI: 10.1016/j.spl.2024.110039
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