Monotone tail and moment ratio properties of Student's family of distributions

DOI10.3103/S1066530715010056MaRDI QIDQ2356063zbMATH OpenFDO

Authors Iosif Pinelis

Publication date 28 July 2015

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1101.3289

zbMATH Keywords

monotone tail ratioprobability inequalitiesstochastic monotonicityStudent's distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15) Parametric hypothesis testing (62F03)

Abstract: Let G_p denote the tail function of Student's distribution with p degrees of freedom. It is shown that the ratio G_q(x)/G_p(x) is decreasing in x>0 for any p and q such that 0<p<qleinfty. Therefore, G_q(x)<G_p(x) for all such p and q and all x>0. Corollaries on the monotonicity of (generalized) moments and ratios thereof are also given.

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Cites work

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Cited in

(2)

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• A Monotonicity Property of the Distribution of the Studentized Smallest Chi-Square

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