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math.PR2019★ 1 cited
Monotone additive statistics on heavy-tailed convolution semigroups
Tobias Fritz, Xiaosheng Mu, Omer Tamuz
We study sub-semigroups of the semigroup of probability measures on and monotone additive statistics on them, by which we mean maps to the reals that are monotone with…
math.PR2013
Log-concavity of a Mixture of Beta Distributions
Xiaosheng Mu
We show that a mixture of Beta distributions has log-concave density whenever the mixing weights are themselves log-concave. Some economic and statistical applications are provided…