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Paper detail

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

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.

preprint2020arXivOpen access
Julyan ArbelOlivier MarchalBernardo Nipoti
stat.OTmath.STStatistics Theory
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Julyan ArbelOlivier MarchalBernardo Nipoti

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