We provide a sufficient condition for a mixture of Beta distributions to have log-concave density. This is true whenever the Beta distributions to be mixed together have constant parameter sum and the mixing weights are themselves log-concave. The result has applications in economics and statistics, which we present in the last section.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Mixture models
- Reliability theory