A New Proof for Monotone Likelihood Ratio for the Sum of Independent Bernoulli Random Variables

Huynh Huynh · Psychometrika · 1994

By use of an inequality of Marcus and Lopes for elementary symmetric functions, a new proof is presented for the following result by Ghurye and Wallace: Given that the independent random variables Xj are Bernoulli with success probability pj (θ) strictly between 0 and 1 and nondecreasing in θ, the sum ΣXj has monotone likelihood ratio.

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