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arxiv: 1909.07026 · v2 · pith:KIFDCFDF · submitted 2019-09-16 · math.ST · stat.OT· stat.TH

On the Hurwitz zeta function with an application to the beta-exponential distribution

Julyan Arbel , Olivier Marchal , Bernardo Nipoti This is my paper

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classification math.ST stat.OTstat.TH
keywords functionhurwitzzetabeta-exponentialdistributionapplicationchainconnection
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We prove a monotonicity property of the Hurwitz zeta function which, in turn, translates into a chain of inequalities for polygamma functions of different orders. We provide a probabilistic interpretation of our result by exploiting a connection between Hurwitz zeta function and the cumulants of the beta-exponential distribution.

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