On the unimodality of the likelihood ratio with applications
The paper highlights stochastic ordering properties due to the unimodality of the likelihood ratio. Let \(X\) and \(Y\) be two random variables, with interval supports such that \(\mathrm{Supp}(X)\subseteq\mathrm{Supp}(Y)\), having the density functions \(f\) and \(g\), and the survival functions \(\overline{F}\) and \(\overline{G}\), respectively. The ratio \(g/f\) is assumed to be unimodal, where the mode is an infimum. The authors prove that \(\overline{G}/\overline{F}\) is either increasing or unimodal over \(\{x\in\mathbb{R}:\ \overline{F}(x)>0\}\). This basic property provide sufficient conditions for both the hazard rated order when the likelihood ratio order does not hold and the mean residual life order when the hazard rate order does not hold. The case when the ratio \(g/f\) is bimodal is also studied. Similar results are obtained for the reversed hazard rate and mean inactivity time orders. The theoretical results are applied to the comparisons of some parametric families of distributions and of convolutions of uniformly distributed random variables.
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