In many applications,assumptions about the log-concavity of a probability distribution allow just enough special structure to yield a workable theory.This paper catalogs a series of theorems relating log-concavity and/or log-convexity of probability density functions,distribution functions,reliability functions,and their integrals. We list a large number of commonly-used probability distributions and report the log-concavity or log-convexity of their density functions and their integrals. We also discuss a variety of applications of log-concavity that have appeared in the literature.Center for Research on Economic and Social Theory, Department of Economics, University of Michiganhttp://deepblue.lib.umich.edu/bitstream/2027.42/100687/1/ECON015.pd
