Abstract
Extensions in two directions are described of the well-known stochastic ordering property of likelihood ratios. 1. It is shown that the stochastic ordering property holds in a very general conditional sense. 2. It is shown that, for the usual setting occurring in sequential analysis, sequences of likelihood ratios possess the same stochastic ordering property in a multivariate sense. Applications to sequential analysis, and elsewhere, are described.
Citation
Gordon Simons. "Extensions of the Stochastic Ordering Property of Likelihood Ratios." Ann. Statist. 8 (4) 833 - 839, July, 1980. https://doi.org/10.1214/aos/1176345075
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