On the Composition of Unimodal Distributions
1956; Society for Industrial and Applied Mathematics; Volume: 1; Issue: 2 Linguagem: Inglês
10.1137/1101021
ISSN1095-7219
Autores Tópico(s)Advanced Statistical Methods and Models
ResumoA distribution function is called strong unimodal if its composition with any unimodal distribution function is unimodal. The following theorem is proved: For a proper unimodal distribution $F(x)$ to be strong unimodal, it is necessary and sufficient that the function $F(x)$ be continuous, and the function log $F'(x)$ be concave at a set of points where neither the right nor the left derivative of the function $F(x)$ is equal to zero.
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