Monotonicity properties of the gamma family of distributions

DOI10.1016/J.SPL.2020.109027MaRDI QIDQ2658007zbMATH OpenOpenAlexFDO

Authors Iosif Pinelis

Publication date 18 March 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2012.13578

zbMATH Keywords

gamma distributionincomplete gamma functionlogarithmic meanstochastic monotonicity

Mathematics Subject Classification ID

Inequalities for sums, series and integrals (26D15) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15)

Abstract: For real $a>0$, let $X_a$ denote a random variable with the gamma distribution with parameters $a$ and $1$. Then $mathsfP(X_a-a>c)$ is increasing in $a$ for each real $cge0$; non-increasing in $a$ for each real $cle-1/3$; and non-monotonic in $a$ for each $cin(-1/3,0)$. This extends and/or refines certain previously established results.

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Cited in

(5)

• The monotonicity of the reliability measures of the beta distribution.
• A monotonicity property for gamma distributions
• Monotonicity of certain integrals involving gamma distributions and their applications in multiple comparisons
• A refined continuity correction for the negative binomial distribution and asymptotics of the median
• New inequalities for the confluent hypergeometric function

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