Extensions of the Stochastic Ordering Property of Likelihood Ratios
Simons, Gordon
Ann. Statist., Tome 8 (1980) no. 1, p. 833-839 / Harvested from Project Euclid
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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.
Publié le : 1980-07-14
Classification:  Likelihood ratios,  stochastic ordering,  multivariate,  Radon-Nikodym derivative,  conditional probability,  sample paths,  partial ordering,  62A10,  62E15,  60G17 
@article{1176345075,
     author = {Simons, Gordon},
     title = {Extensions of the Stochastic Ordering Property of Likelihood Ratios},
     journal = {Ann. Statist.},
     volume = {8},
     number = {1},
     year = {1980},
     pages = { 833-839},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345075}
}

Simons, Gordon. Extensions of the Stochastic Ordering Property of Likelihood Ratios. Ann. Statist., Tome 8 (1980) no. 1, pp.  833-839. http://gdmltest.u-ga.fr/item/1176345075/