On Re-Pairing Observations in a Broken Random Sample
Goel, Prem K.
Ann. Statist., Tome 3 (1975) no. 1, p. 1364-1369 / Harvested from Project Euclid
It is assumed that a random sample of size $n$ is drawn from a bivariate distribution $f(t, u)$ which possesses a monotone likelihood ratio (MLR). However, before the sample values are observed, the pairs are `broken' into components $t$ and $u$. Therefore, the original sample pairings are unknown, and it is desired to optimally re-pair $t$- and $u$-values in order to reconstruct the original bivariate sample. It is observed that for the maximum likelihood pairing (MLP) to be the `natural' pairing for all $t$- and $u$-values, it is necessary that $f$ has MLR. It is shown that if it is desired to maximize the expected number of correct matches, then the class of procedures $\Phi_{1, n}$, which result in pairing the largest $t$ with the largest $u$ and the smallest $t$ with the smallest $u$, is a complete class. A sufficient condition under which the MLP maximizes the expected number of correct matches is also obtained.
Publié le : 1975-11-14
Classification:  Broken random sample,  complete class,  matching,  monotone likelihood ratio,  monotone likelihood pairing,  62C07,  62P99
@article{1176343292,
     author = {Goel, Prem K.},
     title = {On Re-Pairing Observations in a Broken Random Sample},
     journal = {Ann. Statist.},
     volume = {3},
     number = {1},
     year = {1975},
     pages = { 1364-1369},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343292}
}
Goel, Prem K. On Re-Pairing Observations in a Broken Random Sample. Ann. Statist., Tome 3 (1975) no. 1, pp.  1364-1369. http://gdmltest.u-ga.fr/item/1176343292/