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Monotone likelihood ratio

The ratio of the density functions above is increasing in the parameter x {displaystyle x} , so f ( x ) / g ( x ) {displaystyle f(x)/g(x)} satisfies the monotone likelihood ratio property.In statistics, the monotone likelihood ratio property is a property of the ratio of two probability density functions (PDFs). Formally, distributions ƒ(x) and g(x) bear the property ifintegrate and rearrange to obtainintegrate and rearrange to obtain In statistics, the monotone likelihood ratio property is a property of the ratio of two probability density functions (PDFs). Formally, distributions ƒ(x) and g(x) bear the property if that is, if the ratio is nondecreasing in the argument x {displaystyle x} .

[ "Statistics", "Mathematical optimization", "Econometrics", "Machine learning" ]
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