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July, 1976 A Complete Class Theorem for Strict Monotone Likelihood Ratio With Applications
L. D. Brown, Arthur Cohen, W. E. Strawderman
Ann. Statist. 4(4): 712-722 (July, 1976). DOI: 10.1214/aos/1176343543

Abstract

Suppose a random variable has a density belonging to a one parameter family which has strict monotone likelihood ratio. For inference regarding the parameter (or a monotone function of the parameter) consider the loss function to be bowl shaped for each fixed parameter and also to have each action be a "point of increase" or a "point of decrease" for some value of the parameter. Under these conditions, given any nonmonotone decision procedure, a unique monotone procedure is constructed which is strictly better than the given procedure for all the above loss functions. This result has application to the following areas: combining data problems, sufficiency, a multivariate one-sided testing problem.

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L. D. Brown. Arthur Cohen. W. E. Strawderman. "A Complete Class Theorem for Strict Monotone Likelihood Ratio With Applications." Ann. Statist. 4 (4) 712 - 722, July, 1976. https://doi.org/10.1214/aos/1176343543

Information

Published: July, 1976
First available in Project Euclid: 12 April 2007

zbMATH: 0336.62021
MathSciNet: MR415821
Digital Object Identifier: 10.1214/aos/1176343543

Subjects:
Primary: 62F10
Secondary: 62B05, 62C07, 62C15, 62F05, 62H15

Rights: Copyright © 1976 Institute of Mathematical Statistics

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Vol.4 • No. 4 • July, 1976
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