Median monotonicity and bounds conjecture for the McKay Type I distribution

From papers

Let ϕ=bc/(c21)\phi=bc/(c^2-1), and let Zm,c,ϕZ_{m,c,\phi} be a McKay Type I random variable with parameters mm, bb, and cc. Fix m>1/2m>-1/2 and ϕ>0\phi>0, and let

G1Γ(m+1/2,(2ϕ)1),G2Γ(2m+1,1/ϕ).G_1\sim\Gamma(m+1/2,(2\phi)^{-1}),\qquad G_2\sim\Gamma(2m+1,1/\phi).

McKay Type I median conjecture. The function ϕMed(Zm,c,ϕ)\phi\mapsto\operatorname{Med}(Z_{m,c,\phi}) is strictly increasing for c(1,)c\in(1,\infty). Consequently,

Med(G1)<Med(Zm,c,ϕ)<Med(G2).\operatorname{Med}(G_1)<\operatorname{Med}(Z_{m,c,\phi})<\operatorname{Med}(G_2).

For m>1/2m>-1/2,

(2m+1log2)ϕ<(2m+1)ϕelog2/(2m+1)<Med(Zm,c,ϕ)<(2m+1)ϕe1/(3(2m+1))<(2m+23+118(2m+1))ϕ,(2m+1-\log2)\phi<(2m+1)\phi e^{-\log2/(2m+1)}<\operatorname{Med}(Z_{m,c,\phi})< (2m+1)\phi e^{-1/(3(2m+1))}<\left(2m+\frac23+\frac{1}{18(2m+1)}\right)\phi,

and, for m1/2m\geq1/2,

(2m+1/3)ϕ<Med(Zm,c,ϕ)(2m+log2)ϕ.(2m+1/3)\phi<\operatorname{Med}(Z_{m,c,\phi})\leq(2m+\log2)\phi.

The source gives these as conjectured monotonicity and bounds, with no resolution supplied.

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Sources & referencesView supporting material

Primary source

Robert E. Gaunt and Milan Merkle, “On bounds for the mode and median of the generalized hyperbolic and related distributions”, arXiv:2002.01884 (2020).

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