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Chernoff’s density is log-concave
We show that the density of Z = argmax{W (t) − t(2)}, sometimes known as Chernoff’s density, is log-concave. We conjecture that Chernoff’s density is strongly log-concave or “super-Gaussian”, and provide evidence in support of the conjecture.
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| Autors principals: | , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
2014
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3993999/ https://ncbi.nlm.nih.gov/pubmed/24761134 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3150/12-BEJ483 |
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