(i) A necessary and sufficient condition for densities p(x) to have monotone likelihood ratio in x, if...
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(i) A necessary and sufficient condition for densities pθ(x)
to have monotone likelihood ratio in x, if the mixed second derivative
∂2 log pθ(x)/∂θ ∂x exists, is that this derivative is ≥ 0 for all θ and x.
(ii) An equivalent condition is that pθ(x)
∂2pθ(x)
∂θ ∂x ≥ ∂pθ(x)
∂θ
∂pθ(x)
∂x for all θ and x.
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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