Mono tonicity of a power function: An elementary probabilistic proof

David Gilat

doi:10.1080/00031305.1977.10479204

Mono tonicity of a power function: An elementary probabilistic proof

David Gilat^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Abstract

It is pointed out that in many one-sided testing situations for a real-valued parameter 6, the monotonicity of the power function hinges on the stochastic order of the underlying family of distributions [F_θ] rather than on the stronger property of monotone likelihood ratio of the family. An elementary proof, accessible to students of introductory probability and statistics, is presented.

Original language	English
Pages (from-to)	91-93
Number of pages	3
Journal	American Statistician
Volume	31
Issue number	2
DOIs	https://doi.org/10.1080/00031305.1977.10479204
State	Published - May 1977
Externally published	Yes

Keywords

Distributions with given marginals
Power function
Stochastic order
Sums of independent random variables

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10.1080/00031305.1977.10479204

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KW - Stochastic order

KW - Sums of independent random variables

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Mono tonicity of a power function: An elementary probabilistic proof

Abstract

Keywords

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