{ "id": "2012.13578", "version": "v1", "published": "2020-12-25T14:07:53.000Z", "updated": "2020-12-25T14:07:53.000Z", "title": "Monotonicity properties of the gamma family of distributions", "authors": [ "Iosif Pinelis" ], "comment": "To appear in Statistics and Probability Letters", "categories": [ "math.PR", "math.CA" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2020-12-25T14:07:53.000Z" } ], "analyses": { "subjects": [ "26D15", "33B20", "60E15", "62E15" ], "keywords": [ "monotonicity properties", "gamma family", "gamma distribution", "parameters" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }