We show that the density of = argmax{ - }, sometimes known as Chernoff's density, is log-concave. We conjecture that Chernoff's density is strongly log-concave or "super-Gaussian", and provide evidence in support of the conjecture.
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Chernoff's density is log-concave.
Bernoulli (Andover)
February 2014
Department of Statistics, University of Washington, Seattle, WA 98195-4322, USA.
We show that the density of = argmax{ - }, sometimes known as Chernoff's density, is log-concave. We conjecture that Chernoff's density is strongly log-concave or "super-Gaussian", and provide evidence in support of the conjecture.
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