Abstract:
In this paper, we consider strongly unimodal distribution functions $V$ whose supports are concentrated on $\mathbb{R}_+ \equiv [0, \infty)$ introduced by I. A. Ibragimov. Such distributions preserve the unimodality property when it is convoluted with any unimodal distribution function. We prove that a sufficient condition of strong unimodality of a distribution is the existence of a finite first statistical moment. In particular, the class of such distributions contains absolutely continuous and logarithmically convex distributions.
Keywords:convolution of distributions, logarithmic concavity, nonnegative random variable, unimodal distribution, strong unimodality