Kernel Characterisations of Stochastic Orders Within Parametric Density Families
参数密度族中随机序的核刻画
Zakaria Derbazi
AI总结 本文提出了一种基于核方法的随机序刻画方法,用于参数密度族中的似然比序、危险率序、通常随机序和相对log-concave序,并展示了该方法在复合和等场景中的应用。
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我们开发了核准则,用于参数族中单变量概率律的似然比序、危险率序、通常随机序和相对log-concave序。得分是密度对参数的导数,核等于得分加上仅依赖于参数的加性项。核单调性给出似然比序,核凹性给出相对log-concave序,而两个尾条件均值不等式分别给出危险率序和通常随机序。相同的构造适用于联合参数路径和比较两个密度具有参数依赖因子的律,其中使用对数因子比作为核。对于具有随机项数的复合和,诱导的核是和元个数的后验均值。应用恢复标准单参数序,给出复合律的似然比比较,并通过尾条件准则处理非单调例子。
We develop kernel criteria for the likelihood-ratio, hazard-rate, usual stochastic, and relative log-concavity orders in parametric families of univariate probability laws with densities. The score is the derivative of the log density with respect to the parameter, and a kernel equals the score up to an additive term depending only on the parameter. Kernel monotonicity gives likelihood-ratio order, kernel concavity gives relative log-concavity, and two tail-conditional mean inequalities give the hazard-rate and usual stochastic orders. The same construction applies along joint-parameter paths and to comparisons between two laws whose densities admit parameter-dependent factors, where the log-factor ratio is used as the kernel. For compound sums with a random number of i.i.d. terms, the induced kernel is the posterior mean of the kernel of the summand count. The applications recover standard one-parameter orderings, give likelihood-ratio comparisons for compound laws, and handle nonmonotone examples through the tail-conditional criteria.