The proportional likelihood ratio order and applications.

Héctor M. Ramos Romero; Miguel Angel Sordo Díaz

Qüestiió (2001)

  • Volume: 25, Issue: 2, page 211-223
  • ISSN: 0210-8054

Abstract

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In this paper, we introduce a new stochastic order between continuous non-negative random variables called the PLR (proportional likelihood ratio) order, which is closely related to the usual likelihood ratio order. The PLR order can be used to characterize random variables whose logarithms have log-concave (log-convex) densities. Many income random variables satisfy this property and they are said to have the IPLR (increasing proportional likelihood ratio) property (DPLR property). As an application, we show that the IPLR and DPLR properties are sufficient conditions for the Lorenz ordering of truncated distributions.

How to cite

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Ramos Romero, Héctor M., and Sordo Díaz, Miguel Angel. "The proportional likelihood ratio order and applications.." Qüestiió 25.2 (2001): 211-223. <http://eudml.org/doc/40338>.

@article{RamosRomero2001,
abstract = {In this paper, we introduce a new stochastic order between continuous non-negative random variables called the PLR (proportional likelihood ratio) order, which is closely related to the usual likelihood ratio order. The PLR order can be used to characterize random variables whose logarithms have log-concave (log-convex) densities. Many income random variables satisfy this property and they are said to have the IPLR (increasing proportional likelihood ratio) property (DPLR property). As an application, we show that the IPLR and DPLR properties are sufficient conditions for the Lorenz ordering of truncated distributions.},
author = {Ramos Romero, Héctor M., Sordo Díaz, Miguel Angel},
journal = {Qüestiió},
keywords = {Distribución de probabilidad; Distribución truncada; Variables aleatorias; Función densidad de probabilidad; Test de la razón de verosimilitud},
language = {eng},
number = {2},
pages = {211-223},
title = {The proportional likelihood ratio order and applications.},
url = {http://eudml.org/doc/40338},
volume = {25},
year = {2001},
}

TY - JOUR
AU - Ramos Romero, Héctor M.
AU - Sordo Díaz, Miguel Angel
TI - The proportional likelihood ratio order and applications.
JO - Qüestiió
PY - 2001
VL - 25
IS - 2
SP - 211
EP - 223
AB - In this paper, we introduce a new stochastic order between continuous non-negative random variables called the PLR (proportional likelihood ratio) order, which is closely related to the usual likelihood ratio order. The PLR order can be used to characterize random variables whose logarithms have log-concave (log-convex) densities. Many income random variables satisfy this property and they are said to have the IPLR (increasing proportional likelihood ratio) property (DPLR property). As an application, we show that the IPLR and DPLR properties are sufficient conditions for the Lorenz ordering of truncated distributions.
LA - eng
KW - Distribución de probabilidad; Distribución truncada; Variables aleatorias; Función densidad de probabilidad; Test de la razón de verosimilitud
UR - http://eudml.org/doc/40338
ER -

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