Logconcavity versus logconvexity: a complete characterization.

The writer presents a complete characterization of logconcavity, which is an increasingly popular concept in the economics of uncertainty and information. He points out that a random variable or a random vector is logconcavely distributed if the logarithm of its probability density function is conc...

Descripción completa

Detalles Bibliográficos
Publicado en:Journal of Economic Theory Vol. 80; no. 2; pp. 350 - 370
Autor principal: An, Mark Yuying
Formato: Artículo
Publicado: Academic Press Inc. June 1998
Materias:
Acceso en línea:Ver este registro en EBSCOhost