On stopping times and stochastic monotonicity
- 1 January 1990
- journal article
- research article
- Published by Taylor & Francis in Sequential Analysis
- Vol. 9 (4) , 335-342
- https://doi.org/10.1080/07474949008836216
Abstract
If t is any stopping time, then the distributions of Xt are stochastically monotone in the parameter, when sampling from a one parameter exponential family. The proof is a simple exercisein differentiating the fundamental identity of sequential analysis. Some other applications of the technique are included.Keywords
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