Rational Inattention and The Monotone Likelihood Ratio Property

2021 ◽  
pp. 105284
Author(s):  
Jeffrey Mensch
Keyword(s):  
Likelihood Ratio ◽  
Monotone Likelihood Ratio ◽  
Rational Inattention

Polytomous IRT models and monotone likelihood ratio of the total score

Psychometrika ◽  
1996 ◽  
Vol 61 (4) ◽  
pp. 679-693 ◽  
Author(s):  
Bas T. Hemker ◽  
Klaas Sijtsma ◽  
Ivo W. Molenaar ◽  
Brian W. Junker
Keyword(s):  
Likelihood Ratio ◽  
Monotone Likelihood Ratio ◽  
Irt Models ◽  
Polytomous Irt Models

Multivariate monotone likelihood ratio and uniform conditional stochastic order

1982 ◽  
Vol 19 (3) ◽  
pp. 695-701 ◽  
Author(s):  
Ward Whitt
Keyword(s):  
Conditional Probability ◽  
Likelihood Ratio ◽  
Probability Distributions ◽  
Stochastic Order ◽  
Total Positivity ◽  
Probability Measures ◽  
Monotone Likelihood Ratio ◽  
Fkg Inequality ◽  
The Fkg Inequality

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.

Sign in / Sign up

Export Citation Format

Share Document