Abstract
Properties of functions arising in probability optimization problems are studied. Probability distribution functions are shown to have certain concavity properties under natural conditions. A calculus of these functions is constructed.
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Translated from Kibernetika i Sistemnyi Analiz, No. 6, pp. 77–88, November–December, 1991.
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Norkin, V.I., Roenko, N.V. α-concave functions and measures and their applications. Cybern Syst Anal 27, 860–869 (1991). https://doi.org/10.1007/BF01246517
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DOI: https://doi.org/10.1007/BF01246517