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The proportional likelihood ratio order and applications
dc.contributor.author | Ramos Romero, H. M. |
dc.contributor.author | Sordo Díaz, M. A. |
dc.date.accessioned | 2007-12-11T16:31:47Z |
dc.date.available | 2007-12-11T16:31:47Z |
dc.date.issued | 2001 |
dc.identifier.issn | 0210-8054 (versió paper) |
dc.identifier.uri | http://hdl.handle.net/2099/4156 |
dc.description.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. |
dc.format.extent | 211-224 |
dc.language.iso | eng |
dc.publisher | Institut d'Estadística de Catalunya |
dc.relation.ispartof | Qüestiió. 2001, vol. 25, núm. 2 |
dc.rights | Attribution-NonCommercial-NoDerivs 2.5 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.5/es/ |
dc.subject.other | Distribution (Probability theory) |
dc.subject.other | Probability |
dc.title | The proportional likelihood ratio order and applications |
dc.type | Article |
dc.subject.lemac | Distribució (Teoria de la probabilitat) |
dc.subject.lemac | Probabilitats |
dc.subject.ams | Classificació AMS::60 Probability theory and stochastic processes::60E Distribution theory |
dc.subject.ams | Classificació AMS::60 Probability theory and stochastic processes::60K Special processes |
dc.rights.access | Open Access |