Some new inequalities for beta distributions

DOI10.1016/j.spl.2023.109783zbMath1512.62024OpenAlexW4313893296MaRDI QIDQ6101727

Lutz Dümbgen, Alexander Henzi

Publication date: 20 June 2023

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2023.109783

zbMATH Keywords

gamma distributionbeta distributiontail inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

Cites Work

• Unnamed Item
• Monotonicity properties and bounds for the chi-square and gamma distributions
• Inequalities and bounds for the incomplete gamma function
• Some inequalities of the incomplete gamma and related functions
• New goodness-of-fit tests and their application to nonparametric confidence sets
• Bounding distributional errors via density ratios
• On the sub-Gaussianity of the beta and Dirichlet distributions
• Sharp bounds for cumulative distribution functions
• Exact lower and upper bounds on the incomplete gamma function

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