Extensions of the Stochastic Ordering Property of Likelihood Ratios
نویسنده
چکیده
Extensions in two directions are described of the well known stochastic ordering property of likelihood ratios: 1. It is shown that the stochastic ordering property holds in a very general conditional sense. 2. It is shown that, for the usual setting occurring in sequential analysis, sequences of likelihood ratios possess the same stochastic' ordering property in a multivariate sense. Applications to sequential analysis, and elsewhere, are .described.
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