TY - JOUR
T1 - Karlin’s Basic Composition Theorems and Stochastic Orderings
TT -
JF - JIRSS
JO - JIRSS
VL - 13
IS - 2
UR - http://jirss.irstat.ir/article-1-293-en.html
Y1 - 2014
SP - 177
EP - 186
KW - Likelihood ratio ordering and totally positive functions
KW - usual stochastic ordering.
N2 - Suppose λ,x,ζ traverse the ordered sets Λ, X and Z, respectively and consider the functions f(λ,x,ζ) and g(λ,ζ) satisfying the following conditions, (a) f(λ,x,ζ) > 0 and f is TP2 in each pairs of variables when the third variable is held ﬁxed and (b) g(λ,ζ) is TP2. Then the function h(λ,x) =∫Z f(λ,x,ζ)g(λ,ζ)dµ(ζ), deﬁned on Λ×X is TP2 in (λ,x). The aim of this note is to use a new stochastic ordering argument to prove the above result and simplify it’s proof given by Karlin (1968). We also prove some other new versions of this result.
M3
ER -