(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)
∂2 pθ(x)
∂θ ∂x ≥
∂ pθ(x)
∂θ
∂ pθ(x)
∂x for all θ and x.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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