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Add some more properties of log minus digamma function #4

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yousuketakada opened this issue Jun 12, 2017 · 0 comments
Open
1 of 9 tasks

Add some more properties of log minus digamma function #4

yousuketakada opened this issue Jun 12, 2017 · 0 comments
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@yousuketakada
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  • Positivity from the comparison between the log expectation and the logarithm of the mean of the gamma-distributed random variable, making use of Jensen's inequality.
  • Define complete monotonicity.
  • Asymptotic expansion of the log gamma function.
  • Complete monotonicity of the residual of the asymptotic expansion.
  • Complete monotonicity of the log minus digamma function.
  • Log minus digamma function is convex ($a_{\text{ML}}$ indeed maximizes the likelihood).
  • Log minus digamma function is bijective and thus invertible.
  • Numerical solution for the inverse of the log minus digamma function.
  • Add figure for log minus digamma function.
@yousuketakada yousuketakada self-assigned this Jun 12, 2017
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