Families of Distributions Satisfying MLR
Statistical models often assume that data are generated by a distribution from some family of distributions and seek to determine that distribution. This task is simplified if the family has the Monotone Likelihood Ratio Property (MLRP).
A family of density functions indexed by a parameter taking values in an ordered set is said to have a monotone likelihood ratio (MLR) in the statistic if for any ,
- is a non-decreasing function of .
Then we say the family of distributions "has MLR in ".
Read more about this topic: Monotone Likelihood Ratio
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