中文

Stochastic Ordering under Weaker Likelihood-Ratio Shape Conditions

统计理论 2026-05-13 v1 概率论 统计理论

摘要

We show that the shape hypothesis on a likelihood ratio can be weakened while retaining endpoint criteria for the hazard-rate and usual stochastic orders. The endpoint reduction persists under unimodality of the likelihood ratio and under a sign-pattern condition on the likelihood ratio minus one, with at most two sign changes and a negative right tail. It also follows from a direct superlevel-set criterion involving the same expression, which is useful in particular for discontinuous likelihood ratios.

引用

@article{arxiv.2605.11973,
  title  = {Stochastic Ordering under Weaker Likelihood-Ratio Shape Conditions},
  author = {Z. Derbazi},
  journal= {arXiv preprint arXiv:2605.11973},
  year   = {2026}
}

备注

10 pages, 2 figures