where ψ
(ν) denotes the polygamma function of order ν. See, for instance, Abramowitz and Stegun (1992, Section 6.4.) for
an introduction to, and basic properties of, these functions. To prove log-convexity of Pn, we thus need to argue that for all
p ∈ [0, 1], 1/[p(1 − p)] is greater than n
ψ
(1)
(1 + np) + ψ
(1)
(1 + n(1 − p))
. It is easily seen that both expressions are
symmetric around p = 1/2 and possess power series expansions around that point. More precisely, one finds that