AISM 54, 621-625
© 2002 ISM

A monotonicity of moments concerned with order restricted statistical inference

Kentaro Nomakuchi

Department of Mathematics and Information Science, Kochi University, Kochi 780-8520, Japan

(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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