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Log-concave probability density

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability distribution Continuous probability distribution Probability density function
2026-10-05  0 By others on same topic  0 Discussions Create my own version
A probability density is log-concave when its logarithm is a concave function on its support. Tangent lines to a differentiable concave log density lie above its graph, giving exponential envelopes for rejection sampling.

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  1. Probability density function
  2. Continuous probability distribution
  3. Probability distribution
  4. Probability theory
  5. Probability and statistics
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 Incoming links (2)

  • Adaptive rejection sampling
  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 216 / 3 / b / ii / Solution

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