A family of cdfs {F(x|), } is stochastically decreasing in if 1 > 2

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A family of cdfs {F(x|θ), θ ∈ θ} is stochastically decreasing in θ if θ1 > θ2 ⇒ F(x|θ2) is stochastically greater than F(x|θ1). (See Exercises 3.41 and 3.42.)
(a) Prove that if X ~ Fx(x|θ), where the sample space of X is (0, ∞) and Fx(x|θ) is stochastically increasing in θ, then Fy(y|0) is stochastically decreasing in θ, where Y = l/X.
(b) Prove that if X ~ Fx(x|θ), where Fx(x|0) is stochastically increasing in θ and θ > 0, then Fx(x|1/6) is stochastically decreasing in θ.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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