Logarithmically concave function: Difference between revisions

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Notes: about log-concave densities
Log-concave distributions: corrections about Wishart, also add Dirichlet
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*The [[extreme value distribution]].
*The [[Laplace distribution]].
*The [[Wishart distribution]].<ref>Stephen Boyd and Lieven Vandenberghe, ''Convex Optimization''.</ref>
*The [[chi distribution]].
*The [[Wishart distribution]], where ''n'' >= ''p'' + 1.<ref name="prekopa">András Prékopa (1971), "Logarithmic concave measures with application to stochastic programming". ''Acta Scientiarum Mathematicarum'', 32, pp. 301–316.</ref>
*The [[Dirichlet distribution]], where all parameters >= 1.<ref name="prekopa"/>
*The [[gamma distribution]] if the shape parameter is >= 1.
*The [[chi-square distribution]] if the number of degrees of freedom >= 2.