On a characterization of monotone likelihood ratio experiments

1987 ◽  
Vol 39 (2) ◽  
pp. 263-274 ◽  
Author(s):  
Dieter Mussmann
Psychometrika ◽  
1996 ◽  
Vol 61 (4) ◽  
pp. 679-693 ◽  
Author(s):  
Bas T. Hemker ◽  
Klaas Sijtsma ◽  
Ivo W. Molenaar ◽  
Brian W. Junker

1982 ◽  
Vol 19 (3) ◽  
pp. 695-701 ◽  
Author(s):  
Ward Whitt

Karlin and Rinott (1980) introduced and investigated concepts of multivariate total positivity (TP2) and multivariate monotone likelihood ratio (MLR) for probability measures on Rn These TP and MLR concepts are intimately related to supermodularity as discussed in Topkis (1968), (1978) and the FKG inequality of Fortuin, Kasteleyn and Ginibre (1971). This note points out connections between these concepts and uniform conditional stochastic order (ucso) as defined in Whitt (1980). ucso holds for two probability distributions if there is ordinary stochastic order for the corresponding conditional probability distributions obtained by conditioning on subsets from a specified class. The appropriate subsets to condition on for ucso appear to be the sublattices of Rn. Then MLR implies ucso, with the two orderings being equivalent when at least one of the probability measures is TP2.


2021 ◽  
Vol 3 (3) ◽  
pp. 353-366
Author(s):  
Maximilian Mihm ◽  
Lucas Siga

It is well known that stochastic dominance is equivalent to a unanimity property for monotone expected utilities. For lotteries over a finite set of prizes, we establish an analogous relationship between likelihood ratio dominance and monotone betweenness preferences, which are an important generalization of expected utility. (JEL D11, D44)


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