Open Access
July, 1980 Extensions of the Stochastic Ordering Property of Likelihood Ratios
Gordon Simons
Ann. Statist. 8(4): 833-839 (July, 1980). DOI: 10.1214/aos/1176345075

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

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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

Information

Published: July, 1980
First available in Project Euclid: 12 April 2007

zbMATH: 0463.62004
MathSciNet: MR572626
Digital Object Identifier: 10.1214/aos/1176345075

Subjects:
Primary: 62A10
Secondary: 60G17 , 62E15

Keywords: conditional probability , likelihood ratios , multivariate , partial ordering , Radon-Nikodym derivative , sample paths , stochastic ordering

Rights: Copyright © 1980 Institute of Mathematical Statistics

Vol.8 • No. 4 • July, 1980
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