We study nonparametric maximum likelihood estimation of a log-concave probability density and its distribution and hazard function. Some general properties of these estimators are derived from two ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

In this paper, we consider the function f p ( t )= 2p X 2 ( 2p t+p;p ) , where χ²(x; n) defined by X 2 ( x;p )= 2 −p/2 Γ( p/2 ) e −x/2 x p/2−1 , is the density function of a χ²-distribution with n ...

After publication of an earlier version of this paper, we received feedback that there were several incorrect references to related methods in the literature. These errors are corrected in the current ...