Monotonicity properties of the gamma family of distributions

Iosif Pinelis

Published 2020-12-25Version 1

For real $a>0$, let $X_a$ denote a random variable with the gamma distribution with parameters $a$ and $1$. Then $\mathsf P(X_a-a>c)$ is increasing in $a$ for each real $c\ge0$; non-increasing in $a$ for each real $c\le-1/3$; and non-monotonic in $a$ for each $c\in(-1/3,0)$. This extends and/or refines certain previously established results.