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math.PR2026
On the entropy of the log-normal distribution
Christian Berg, Henrik Laurberg Pedersen
In a paper by Novi Inverardi and Tagliani from 2024 it is claimed that the log-normal density has maximal entropy in the class of densities having the same moments as the log-norma…
math.PR2006
Convexity of the median in the gamma distribution
Christian Berg, Henrik L. Pedersen
We show that the median in the gamma distribution with parameter is a strictly convex function on the positive half-line