116 citations · 590 across the 35 of their papers we have counts for
11 papers · 1 filter
On Stochastic Comparisons of Order Statistics from Heterogeneous Exponential Samples
Yaming Yu
We show that the th order statistic from a heterogeneous sample of exponential random variables is larger than that from a homogeneous exponential sample in the sense…
On the Unique Crossing Conjecture of Diaconis and Perlman on Convolutions of Gamma Random Variables
Yaming Yu
Diaconis and Perlman (1990) conjecture that the distribution functions of two weighted sums of iid gamma random variables cross exactly once if one weight vector majorizes the othe…
The Shape of the Noncentral Chi-square Density
Yaming Yu
A noncentral chi-square density is log-concave if the degree of freedom is nu>=2. We complement this known result by showing that, for each 0<nu<2, there exists lambda_nu>0 such th…
On Normal Variance-Mean Mixtures
Yaming Yu
Normal variance-mean mixtures encompass a large family of useful distributions such as the generalized hyperbolic distribution, which itself includes the Student t, Laplace, hyperb…
On Log-concavity of the Generalized Marcum Q Function
Yaming Yu
It is shown that, if nu >= 1/2 then the generalized Marcum Q function Q_nu(a, b) is log-concave in 0<=b <infty. This proves a conjecture of Sun, Baricz and Zhou (2010). We also poi…
Structural Properties of Bayesian Bandits with Exponential Family Distributions
Yaming Yu
We study a bandit problem where observations from each arm have an exponential family distribution and different arms are assigned independent conjugate priors. At each of n stages…