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Alecos Papadopoulos
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The OP really seeks the distributions with log-concave density functions -the quotient he differentiates is the reciprocal of the one we examine in order to determine the log-concavity or log-convexity of a function.

Specifically: For $f$ to be log-concave, it means that $\ln f$ is concave, for which we require that

$$\frac {d^2}{dx^2} \ln f \leq 0 \implies \frac {d}{dx}\left (\frac {f'}{f}\right) \leq 0 \implies f''\cdot f-(f')^2 \leq 0$$

From his part, the OP wants

$$\frac {d}{dx} \left (\frac {F'}{F''}\right) \geq 0 \implies \frac {d}{dx} \left (\frac {f}{f'}\right) \geq 0 \implies (f')^2 - f\cdot f'' \geq 0 $$

and upon re-arranging, the OP wants

$$ f\cdot f'' - (f')^2 \leq 0$$

which is the condition for log-concavity, not log-convexity. It is the useexpression of the condition onthrough the use of the reciprocal quotient that may cause some confusion.

A good free resource on some of the "named" distributions that have log-concave densities is

Mark Bagnoli and Ted Bergstrom. "Log-concave Probability and its Applications" 2004

It focuses on log-concavity but it also contains results on log-convexity. We see that the OP's assertion that "Weibull, normal, log-normal, exponential, gamma" have log-concave densities is not fully correct: for example, the normal and the exponential distribution do have log-concave densities, while Weibull and gamma have also log-concave densities for some of their incarnations, while for others they have log-convex densities. The log-normal has a density that is neither log-concave, nor log-convex.

Another resource that examines log-concavity and log-convexity more abstractly and rigorously is

An, M. Y. (1998). Logconcavity versus logconvexity: a complete characterization. Journal of Economic theory, 80(2), 350-369.

The OP really seeks the distributions with log-concave density functions -the quotient he differentiates is the reciprocal of the one we examine in order to determine the log-concavity or log-convexity of a function.

Specifically: For $f$ to be log-concave, it means that $\ln f$ is concave, for which we require that

$$\frac {d^2}{dx^2} \ln f \leq 0 \implies \frac {d}{dx}\left (\frac {f'}{f}\right) \leq 0 \implies f''\cdot f-(f')^2 \leq 0$$

From his part, the OP wants

$$\frac {d}{dx} \left (\frac {F'}{F''}\right) \geq 0 \implies \frac {d}{dx} \left (\frac {f}{f'}\right) \geq 0 \implies (f')^2 - f\cdot f'' \geq 0 $$

and upon re-arranging, the OP wants

$$ f\cdot f'' - (f')^2 \leq 0$$

which is the condition for log-concavity, not log-convexity. It is the use of the condition on the reciprocal quotient that may cause some confusion.

A good free resource on some of the "named" distributions that have log-concave densities is

Mark Bagnoli and Ted Bergstrom. "Log-concave Probability and its Applications" 2004

It focuses on log-concavity but it also contains results on log-convexity. We see that the OP's assertion that "Weibull, normal, log-normal, exponential, gamma" have log-concave densities is not fully correct: for example, the normal and the exponential distribution do have log-concave densities, while Weibull and gamma have also log-concave densities for some of their incarnations, while for others they have log-convex densities. The log-normal has a density that is neither log-concave, nor log-convex.

Another resource that examines log-concavity and log-convexity more abstractly and rigorously is

An, M. Y. (1998). Logconcavity versus logconvexity: a complete characterization. Journal of Economic theory, 80(2), 350-369.

The OP really seeks the distributions with log-concave density functions -the quotient he differentiates is the reciprocal of the one we examine in order to determine the log-concavity or log-convexity of a function.

Specifically: For $f$ to be log-concave, it means that $\ln f$ is concave, for which we require that

$$\frac {d^2}{dx^2} \ln f \leq 0 \implies \frac {d}{dx}\left (\frac {f'}{f}\right) \leq 0 \implies f''\cdot f-(f')^2 \leq 0$$

From his part, the OP wants

$$\frac {d}{dx} \left (\frac {F'}{F''}\right) \geq 0 \implies \frac {d}{dx} \left (\frac {f}{f'}\right) \geq 0 \implies (f')^2 - f\cdot f'' \geq 0 $$

and upon re-arranging, the OP wants

$$ f\cdot f'' - (f')^2 \leq 0$$

which is the condition for log-concavity, not log-convexity. It is the expression of the condition through the use of the reciprocal quotient that may cause some confusion.

A good free resource on some of the "named" distributions that have log-concave densities is

Mark Bagnoli and Ted Bergstrom. "Log-concave Probability and its Applications" 2004

It focuses on log-concavity but it also contains results on log-convexity. We see that the OP's assertion that "Weibull, normal, log-normal, exponential, gamma" have log-concave densities is not fully correct: for example, the normal and the exponential distribution do have log-concave densities, while Weibull and gamma have also log-concave densities for some of their incarnations, while for others they have log-convex densities. The log-normal has a density that is neither log-concave, nor log-convex.

Another resource that examines log-concavity and log-convexity more abstractly and rigorously is

An, M. Y. (1998). Logconcavity versus logconvexity: a complete characterization. Journal of Economic theory, 80(2), 350-369.

Corrected the answer
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Alecos Papadopoulos
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THIS ANSWER IS BEING EDITEDThe OP really seeks the distributions with log-concave density functions -the quotient he differentiates is the reciprocal of the one we examine in order to determine the log-concavity or log-convexity of a function.

As whuber notesSpecifically: For $f$ to be log-concave, thisit means that $\ln f$ is concave, for which we require that

$$\frac {d^2}{dx^2} \ln f \leq 0 \implies \frac {d}{dx}\left (\frac {f'}{f}\right) \leq 0 \implies f''\cdot f-(f')^2 \leq 0$$

From his part, the class of distributions with logOP wants

$$\frac {d}{dx} \left (\frac {F'}{F''}\right) \geq 0 \implies \frac {d}{dx} \left (\frac {f}{f'}\right) \geq 0 \implies (f')^2 - f\cdot f'' \geq 0 $$

and upon re-convex probability density functionsarranging, the OP wants

$$ f\cdot f'' - (f')^2 \leq 0$$

which are a bit less studied than distributions withis the condition for log-concavity, not log-concave densitiesconvexity. It is the use of the condition on the reciprocal quotient that may cause some confusion.

A good free resource on some of the "named" distributions that have log-convexconcave densities is

Mark Bagnoli and Ted Bergstrom. "Log-concave Probability and its Applications" 2004

It focuses on log-cocavityconcavity but it also contains results on log-convexity. We see that the OP's assertion that "Weibull, normal, log-normal, exponential, gamma" have log-convexconcave densities is incorrectnot fully correct: for example, the normal and the exponential distribution do have log-concavelog-concave densities, while Weibull and gamma have also log-concave densities for some of their incarnations, while for others they have indeed log-convex densities. The log-normal has a density that is neither log-concave, nor log-convex.

Another resource that examines log-concavity and log-convexity more abstractly and also more thoroughlyrigorously is

An, M. Y. (1998). Logconcavity versus logconvexity: a complete characterization. Journal of Economic theory, 80(2), 350-369.

THIS ANSWER IS BEING EDITED

As whuber notes, this is the class of distributions with log-convex probability density functions, which are a bit less studied than distributions with log-concave densities.

A good free resource on some of the "named" distributions that have log-convex densities is

Mark Bagnoli and Ted Bergstrom. "Log-concave Probability and its Applications" 2004

It focuses on log-cocavity but it also contains results on log-convexity. We see that the OP's assertion that "Weibull, normal, log-normal, exponential, gamma" have log-convex densities is incorrect: for example, the normal and the exponential distribution have log-concave densities, while Weibull and gamma have also log-concave densities for some of their incarnations, while for others they have indeed log-convex densities. The log-normal has a density that is neither log-concave, nor log-convex.

Another resource that examines log-convexity more abstractly and also more thoroughly is

An, M. Y. (1998). Logconcavity versus logconvexity: a complete characterization. Journal of Economic theory, 80(2), 350-369.

The OP really seeks the distributions with log-concave density functions -the quotient he differentiates is the reciprocal of the one we examine in order to determine the log-concavity or log-convexity of a function.

Specifically: For $f$ to be log-concave, it means that $\ln f$ is concave, for which we require that

$$\frac {d^2}{dx^2} \ln f \leq 0 \implies \frac {d}{dx}\left (\frac {f'}{f}\right) \leq 0 \implies f''\cdot f-(f')^2 \leq 0$$

From his part, the OP wants

$$\frac {d}{dx} \left (\frac {F'}{F''}\right) \geq 0 \implies \frac {d}{dx} \left (\frac {f}{f'}\right) \geq 0 \implies (f')^2 - f\cdot f'' \geq 0 $$

and upon re-arranging, the OP wants

$$ f\cdot f'' - (f')^2 \leq 0$$

which is the condition for log-concavity, not log-convexity. It is the use of the condition on the reciprocal quotient that may cause some confusion.

A good free resource on some of the "named" distributions that have log-concave densities is

Mark Bagnoli and Ted Bergstrom. "Log-concave Probability and its Applications" 2004

It focuses on log-concavity but it also contains results on log-convexity. We see that the OP's assertion that "Weibull, normal, log-normal, exponential, gamma" have log-concave densities is not fully correct: for example, the normal and the exponential distribution do have log-concave densities, while Weibull and gamma have also log-concave densities for some of their incarnations, while for others they have log-convex densities. The log-normal has a density that is neither log-concave, nor log-convex.

Another resource that examines log-concavity and log-convexity more abstractly and rigorously is

An, M. Y. (1998). Logconcavity versus logconvexity: a complete characterization. Journal of Economic theory, 80(2), 350-369.

added 35 characters in body
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Alecos Papadopoulos
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THIS ANSWER IS BEING EDITED

As whuber notes, this is the class of distributions with log-convex probability density functions, which are a bit less studied than distributions with log-concave densities.

A good free resource on some of the "named" distributions that have log-convex densities is

Mark Bagnoli and Ted Bergstrom. "Log-concave Probability and its Applications" 2004

It focuses on log-cocavity but it also contains results on log-convexity. We see that the OP's assertion that "Weibull, normal, log-normal, exponential, gamma" have log-convex densities is incorrect: for example, the normal and the exponential distribution have log-concave densities, while Weibull and gamma have also log-concave densities for some of their incarnations, while for others they have indeed log-convex densities. The log-normal has a density that is neither log-concave, nor log-convex.

Another resource that examines log-convexity more abstractly and also more thoroughly is

An, M. Y. (1998). Logconcavity versus logconvexity: a complete characterization. Journal of Economic theory, 80(2), 350-369.

As whuber notes, this is the class of distributions with log-convex probability density functions, which are a bit less studied than distributions with log-concave densities.

A good free resource on some of the "named" distributions that have log-convex densities is

Mark Bagnoli and Ted Bergstrom. "Log-concave Probability and its Applications" 2004

It focuses on log-cocavity but it also contains results on log-convexity. We see that the OP's assertion that "Weibull, normal, log-normal, exponential, gamma" have log-convex densities is incorrect: for example, the normal and the exponential distribution have log-concave densities, while Weibull and gamma have also log-concave densities for some of their incarnations, while for others they have indeed log-convex densities. The log-normal has a density that is neither log-concave, nor log-convex.

Another resource that examines log-convexity more abstractly and also more thoroughly is

An, M. Y. (1998). Logconcavity versus logconvexity: a complete characterization. Journal of Economic theory, 80(2), 350-369.

THIS ANSWER IS BEING EDITED

As whuber notes, this is the class of distributions with log-convex probability density functions, which are a bit less studied than distributions with log-concave densities.

A good free resource on some of the "named" distributions that have log-convex densities is

Mark Bagnoli and Ted Bergstrom. "Log-concave Probability and its Applications" 2004

It focuses on log-cocavity but it also contains results on log-convexity. We see that the OP's assertion that "Weibull, normal, log-normal, exponential, gamma" have log-convex densities is incorrect: for example, the normal and the exponential distribution have log-concave densities, while Weibull and gamma have also log-concave densities for some of their incarnations, while for others they have indeed log-convex densities. The log-normal has a density that is neither log-concave, nor log-convex.

Another resource that examines log-convexity more abstractly and also more thoroughly is

An, M. Y. (1998). Logconcavity versus logconvexity: a complete characterization. Journal of Economic theory, 80(2), 350-369.

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Alecos Papadopoulos
  • 60.8k
  • 8
  • 154
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