Chernoff’s density is log-concave
نویسندگان
چکیده
منابع مشابه
Chernoff's density is log-concave.
We show that the density of Z = argmax{W (t) - t2}, sometimes known as Chernoff's density, is log-concave. We conjecture that Chernoff's density is strongly log-concave or "super-Gaussian", and provide evidence in support of the conjecture.
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2014
ISSN: 1350-7265
DOI: 10.3150/12-bej483