Logarithmically concave function: Difference between revisions

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Explained why it is a fact along with reference.
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==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 superlevel sets of this function are concaveconvex.<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: