AISM 54, 621-625
© 2002 ISM
(Received December 27, 1999; revised March 29, 2001)
Abstract. In the order restricted statistical inference problem, moments of the distance between a true parameter and the least square estimate are non-decreasing when the true parameter moves along a half line from an initial point in the null space. This follows from "stochastically larger" property of the distance.
Key words and phrases: Order restricted statistical inference, least square estimate, maximum likelihood estimate, monotonicity, moments, stochastically larger.
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