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arXiv · 1509.05120

Normalized incomplete beta function: log-concavity in parameters and other properties

Dmitrii Karp
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Abstract

The normalized incomplete beta function can be defined either as cumulative distribution function of beta density or as the Gauss hypergeometric function with one of the upper parameters equal to unity. Logarithmic concavity/convexity of this function in parameters was established by Finner and Roters in 1997. Their proof is indirect and rather difficult; it is based on generalized reproductive property of certain more general distributions. These authors remark that these results "seems to be very hard to obtain by usual analytic methods". In the first part of this paper we provide such proof based on standard tools of analysis. In the second part we go one step further and investigate the sign of generalized Tur\'{a}n determinants formed by shifts of the normalized incomplete beta function. Under some additional restrictions we demonstrate that these coefficients are of the same sign. We further conjecture that such restrictions can be removed without altering the results. Our method of proof also leads to various companion results which may be of independent interest. In particular, we establish linearization formulas and two-sided bounds for the above mentioned Tur\'{a}n determinants. Further, we find two combinatorial style identities for finite sums which we believe to be new.

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Dmitrii Karp. 2015-09-17. Normalized incomplete beta function: log-concavity in parameters and other properties. https://arxiv.org/abs/1509.05120

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