The Annals of Statistics

On Pairing Observations from a Distribution with Monotone Likelihood Ratio

Milton C. Chew, Jr.

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Abstract

It is assumed that a random sample of size $n$ is taken from a bivariate distribution whose density $f(x, y)$ possesses a Monotone Likelihood Ratio, i.e. for all $x_1 < x_2$ and $y_1 < y_2, f(x_1, y_1)f(x_2, y_2) \geqq f(x_1, y_2)f(x_2, y_1)$. When the sample is "broken," i.e. when the $x$- and $y$-values are received in random relative order, it is desirable to optimally "reconstruct" the original bivariate sample. Optimal properties of the Maximum Likelihood Pairing (MLP) of $x$- and $y$-values, obtained by DeGroot, et al. in [1], are generalized to the class of distributions defined above, with particular attention given to the trinomial distribution. In addition, one of the main results shown is that in general the MLP is better than random pairing, in that the expected number of correct pairings using the MLP is greater than unity.

Article information

Source
Ann. Statist., Volume 1, Number 3 (1973), 433-445.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176342409

Digital Object Identifier
doi:10.1214/aos/1176342409

Mathematical Reviews number (MathSciNet)
MR359176

Zentralblatt MATH identifier
0294.62093

JSTOR
links.jstor.org

Citation

Chew, Milton C. On Pairing Observations from a Distribution with Monotone Likelihood Ratio. Ann. Statist. 1 (1973), no. 3, 433--445. doi:10.1214/aos/1176342409. https://projecteuclid.org/euclid.aos/1176342409


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