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Add some more properties of log minus digamma function

Open yousuketakada opened this issue 7 years ago • 0 comments

  • [x] 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 avatar Jun 12 '17 14:06 yousuketakada