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Let $f(x) = \log(\cosh(x))$, and define the kernel density:

$$p_r(\phi;\theta) = \Big(f\big(r\cos(\phi-\theta)\big) - f\big(r\cos(\phi+\theta)\big) \Big)\hspace{0.5pt} \frac{\sin(2\phi)}{\sin(2\theta)},\quad 0\le \phi,\theta \le \mbox{$\large\frac{\pi}{2}$},\;\,r>0$$

Show that for all $r>0$, $p_r(\phi;\theta)$ has a decreasing likelihood ratio. I.e., for $0\le\theta_1 < \theta_2\le\pi/2$, the function:

$$ h(\phi) = \frac{f\big(r\cos(\phi-\theta_2)\big) - f\big(r\cos(\phi+\theta_2)\big) }{f\big(r\cos(\phi-\theta_1)\big) - f\big(r\cos(\phi+\theta_1)\big)}$$

is decreasing on $[0,\pi/2]$, and:

$$ \frac{\partial}{\partial \phi} \frac{\partial}{\partial \theta}\hspace{2pt} \log p_r(\phi;\theta) \le 0,\quad 0 \le \phi,\theta\le \mbox{$\large\frac{\pi}{2}$}$$

From the derivative expression, after changing variables and simplifying, I believe the result will be true if for $y>x\ge 0$ :

$$\bigg(\frac{y^2-x^2}{\cosh^2(x)}-x\tanh(x)-y\tanh(y)\!\bigg)\log\!\bigg(\frac{\cosh(y)}{\cosh(x)}\bigg) + \tanh^2(x)\big(y^2-x^2\big) > 0 $$

Edit with progress: Using the bound:

$$\log(\cosh(y))-\log(\cosh(x)) \ge \sqrt{y^2+1}-\sqrt{x^2+1}$$

with just the positive $(y^2-x^2)/\cosh^2(x)$ term, we can isolate the $\log \cosh$ term, producing the following inequality. For $y>x\ge 0$ :

$$\frac{\big(\sqrt{y^2+1}-\sqrt{x^2+1}+\sinh^2(x)\big)\big(y^2-x^2\big)}{\cosh^2(x)\big(x\tanh(x)+y\tanh(y)\big)} - \log\!\bigg(\frac{\cosh(y)}{\cosh(x)}\bigg) \;>\; 0$$

This function is increasing in $y$, taking the derivative with respect to $y$ would eliminate $\log \cosh$, and it would suffice to show that this expression is positive. However the derivative expression does not seem to simplify easily.

This result is important to prove uniqueness of stable optima in the unmixing and deconvolution of linear mixtures of independent random variables with strongly sub- and super-gaussian densities, using variation diminishing property of MLR densities.

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    $\begingroup$ The software has flagged this question for excessive edits. Please note that each edit pushes the question to the top of the front page. I suggest trying to save up your edits and do them all at once, perhaps in a local text file, to minimise bumping. $\endgroup$
    – David Roberts
    Commented Aug 20, 2023 at 3:07
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    $\begingroup$ You have now edited the question twice since my comment. Was this really necessary? Perhaps take a few days off, read the question again, start making notes on a local copy, and come back after several rounds of proof reading and annotations, and make all the final changes in one last edit. $\endgroup$
    – David Roberts
    Commented Aug 20, 2023 at 8:49
  • $\begingroup$ Is there any "heavy machinery" anyone could suggest to use on this problem? $\endgroup$
    – japalmer
    Commented Aug 23, 2023 at 20:15

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