Logarithmically concave function: Difference between revisions

Content deleted Content added
m wikilink
Line 20:
==Properties==
* A log-concave function is also [[Quasi-concave function|quasi-concave]]. This follows from the fact that the logarithm is monotone implying that the [[Level set#Sublevel and superlevel sets|superlevel sets]] of this function are convex.<ref name=":0" />
* Every concave function that is nonnegative on its ___domain is log-concave. However, the reverse does not necessarily hold. An example is the [[Gaussian function]] {{math|''f''(''x'')}}&nbsp;=&nbsp;{{math|exp(&minus;''x''<sup>2</sup>/2)}} which is log-concave since {{math|log ''f''(''x'')}}&nbsp;=&nbsp;{{math|&minus;''x''<sup>2</sup>/2}} is a concave function of {{math|''x''}}. But {{math|''f''}} is not concave since the second derivative is positive for |{{math|''x''}}|&nbsp;>&nbsp;1:
 
::<math>f''(x)=e^{-\frac{x^2}{2}} (x^2-1) \nleq 0</math>