On a characterization of monotone likelihood ratio experiments |
| |
Authors: | Dieter Mussmann |
| |
Institution: | 1. Institut für Mathematische Statistik der Universit?t Münster, Münster, Germany
|
| |
Abstract: | Summary Pfanzagl (1962,Zeit. Wahrscheinlichkeitsth.,1, 109–115) showed that a dominated family of probability measures has monotone likelihood ratios with respect to some real
valued statistic if there exists a set of tests which has certain nice properties. A similar characterization was given by
Dettweiler (1978,Metrika,25, 247–254), who did not assume domination. However, Pfanzagl's result is not a special case of the one proved by Dettweiler.
We present a theorem which comprises the results of both authors. Our proof shows that not all conditions introduced by them
are needed. Furthermore, we investigate the question concerning the generality we get if we do not assume domination. |
| |
Keywords: | Monotone likelihood ratio test domination |
本文献已被 SpringerLink 等数据库收录! |
|