Show that the random variables, having the following densities, have increasing likelihood ratio; that is, the log

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Show that the random variables, having the following densities, have increasing likelihood ratio; that is, the log of the densities are concave.

(a) Gamma f(x) = Ae(x)/(a), a 1

(b) Weibull f(x) = a(x)-le-(x), 1

(c) Normal truncated to be positive, f(x) = 1 2 -e-(x-4)-1202 x>0.

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Stochastic Processes

ISBN: 9780471120629

2nd Edition

Authors: Sheldon M. Ross

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